+332.7%
CAT vs UVXY
-99.7%
+432.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.4% | -0.5% |
| 7D | +2.9% | +2.3% | +0.7% | +3.3% |
| 30D | -2.6% | -15.0% | +12.4% | -4.8% |
| 3M | -10.7% | -39.8% | +29.1% | -16.0% |
| 6M | +16.1% | -60.0% | +76.2% | +4.8% |
| YTD | +43.2% | -48.8% | +92.1% | +36.2% |
| 1Y | +96.8% | -67.3% | +164.1% | +78.9% |
| 3Y | +201.4% | -94.8% | +296.2% | +156.4% |
| 5Y | +332.7% | -99.7% | +432.3% | +188.5% |
| All | +332.7% | -99.7% | +432.3% | +188.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling