+1,123.7%
CAT vs UVXY
-100.0%
+1,223.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.2% | -6.5% | -0.6% |
| 7D | +0.6% | +11.0% | -10.4% | +2.1% |
| 30D | -4.5% | -8.8% | +4.2% | -5.6% |
| 3M | -5.8% | -41.9% | +36.1% | -11.8% |
| 6M | +12.7% | -61.2% | +73.9% | +1.6% |
| YTD | +41.4% | -46.2% | +87.6% | +35.7% |
| 1Y | +92.1% | -65.2% | +157.3% | +76.4% |
| 3Y | +197.5% | -94.6% | +292.0% | +155.8% |
| 5Y | +327.9% | -99.7% | +427.6% | +189.7% |
| All | +1,123.7% | -100.0% | +1,223.7% | +536.6% |
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