+604.3%
CEG vs UVXY
-99.5%
+703.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.8% | +6.4% | -1.5% |
| 7D | -4.8% | +2.8% | -7.5% | -4.2% |
| 30D | +2.3% | -11.4% | +13.7% | +0.6% |
| 3M | +15.6% | -41.5% | +57.1% | +7.0% |
| 6M | -5.0% | -61.0% | +56.0% | -16.1% |
| YTD | -19.0% | -49.8% | +30.8% | -24.0% |
| 1Y | -10.0% | -66.4% | +56.5% | -19.2% |
| 3Y | +163.9% | -94.8% | +258.7% | +125.5% |
| All | +604.3% | -99.5% | +703.8% | +365.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling