+31.0%
CAG vs UVXY
-100.0%
+131.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.8% | +6.1% | -1.0% |
| 7D | -5.7% | +2.8% | -8.5% | -5.5% |
| 30D | -2.4% | -11.4% | +9.0% | -2.9% |
| 3M | +9.8% | -41.5% | +51.3% | +7.4% |
| 6M | -10.8% | -61.0% | +50.2% | -14.1% |
| YTD | -10.8% | -49.8% | +39.0% | -12.7% |
| 1Y | -19.0% | -66.4% | +47.5% | -21.8% |
| 3Y | -39.7% | -94.8% | +55.1% | -43.8% |
| 5Y | -43.0% | -99.7% | +56.7% | -51.9% |
| 10Y | -36.0% | -100.0% | +64.0% | -55.7% |
| All | +31.0% | -100.0% | +131.0% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UVXY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling