+92.1%
CAT vs UVXY
-64.9%
+156.9%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.2% | -6.5% | -0.3% |
| 7D | +0.6% | +11.0% | -10.4% | +2.8% |
| 30D | -4.5% | -8.8% | +4.2% | -6.1% |
| 3M | -5.8% | -41.9% | +36.1% | -14.0% |
| 6M | +12.7% | -61.2% | +73.9% | -1.9% |
| YTD | +41.4% | -46.2% | +87.6% | +31.5% |
| 1Y | +92.1% | -65.2% | +157.3% | +76.2% |
| All | +92.1% | -64.9% | +156.9% | +76.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling