+1,107.0%
CAT vs UVXY
-100.0%
+1,207.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.4% | -3.8% | +1.2% |
| 7D | +9.3% | -26.5% | +35.8% | +5.6% |
| 30D | -21.5% | +8.8% | -30.3% | -18.8% |
| 3M | -29.1% | -14.7% | -14.4% | -28.7% |
| 6M | -33.4% | -51.5% | +18.1% | -36.9% |
| YTD | +6.6% | -51.7% | +58.3% | +3.8% |
| 1Y | +6.5% | -65.7% | +72.2% | 0.0% |
| 3Y | +162.7% | -94.4% | +257.1% | +132.8% |
| 5Y | +214.2% | -99.5% | +313.8% | +135.1% |
| 10Y | +705.2% | -100.0% | +805.2% | +326.9% |
| All | +1,107.0% | -100.0% | +1,207.0% | +130.0% |
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