+1,519.2%
CAT vs UVXY
-100.0%
+1,619.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.8% |
| 7D | +1.7% | -5.0% | +6.7% | +1.1% |
| 30D | -6.6% | -20.5% | +14.0% | -9.2% |
| 3M | -13.3% | -36.6% | +23.3% | -17.2% |
| 6M | +11.6% | -56.9% | +68.5% | +3.5% |
| YTD | +42.9% | -51.2% | +94.2% | +36.1% |
| 1Y | +95.4% | -69.8% | +165.2% | +77.7% |
| 3Y | +196.6% | -95.1% | +291.6% | +156.2% |
| 5Y | +321.7% | -99.7% | +421.3% | +198.9% |
| 10Y | +1,140.8% | -100.0% | +1,240.8% | +537.2% |
| All | +1,519.2% | -100.0% | +1,619.2% | +201.6% |
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 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