+639.7%
CEG vs UVXY
-99.5%
+739.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | +0.4% |
| 7D | +6.7% | -4.7% | +11.4% | +5.9% |
| 30D | +11.0% | -17.1% | +28.0% | +7.8% |
| 3M | +19.5% | -39.9% | +59.4% | +11.2% |
| 6M | -5.9% | -66.9% | +61.0% | -18.9% |
| YTD | -15.0% | -50.1% | +35.1% | -20.3% |
| 1Y | +0.6% | -68.3% | +69.0% | -10.6% |
| 3Y | +180.6% | -95.0% | +275.6% | +138.3% |
| All | +639.7% | -99.5% | +739.1% | +388.5% |
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