+688.6%
CAT vs UVXY
-100.0%
+788.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.7% | -4.5% | -0.3% |
| 7D | +7.4% | -22.1% | +29.5% | +4.3% |
| 30D | -19.7% | +8.2% | -27.9% | -16.7% |
| 3M | -29.6% | -12.3% | -17.3% | -29.0% |
| 6M | -33.2% | -51.0% | +17.8% | -37.1% |
| YTD | +5.7% | -49.9% | +55.6% | +3.1% |
| 1Y | +9.3% | -67.7% | +77.1% | +0.9% |
| 3Y | +158.3% | -94.1% | +252.4% | +126.6% |
| 5Y | +211.6% | -99.5% | +311.1% | +124.6% |
| All | +688.6% | -100.0% | +788.6% | +338.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling