+48.8%
CAVA vs UVXY
-94.8%
+143.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -6.8% | +10.3% | +2.2% |
| 7D | -8.0% | +2.8% | -10.8% | -7.4% |
| 30D | -19.6% | -11.4% | -8.2% | -21.1% |
| 3M | -36.7% | -41.5% | +4.8% | -42.3% |
| 6M | -30.6% | -61.0% | +30.5% | -40.3% |
| YTD | -4.8% | -49.8% | +45.1% | -11.8% |
| 1Y | -13.1% | -66.4% | +53.3% | -23.7% |
| 3Y | +48.8% | -94.8% | +143.5% | +25.2% |
| All | +48.8% | -94.8% | +143.6% | +25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling