+0.2%
CDE vs UVXY
-100.0%
+100.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.8% | +8.0% | +0.3% |
| 7D | -3.1% | +2.8% | -5.9% | -2.7% |
| 30D | +9.5% | -11.4% | +20.8% | +8.1% |
| 3M | +25.5% | -41.5% | +67.0% | +18.8% |
| 6M | -7.9% | -61.0% | +53.1% | -15.4% |
| YTD | +15.6% | -49.8% | +65.4% | +11.3% |
| 1Y | +34.0% | -66.4% | +100.5% | +24.7% |
| 3Y | +791.9% | -94.8% | +886.7% | +695.7% |
| 5Y | +197.7% | -99.7% | +297.4% | +119.9% |
| 10Y | +55.0% | -100.0% | +155.0% | -16.1% |
| All | +0.2% | -100.0% | +100.2% | -82.0% |
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