+38.8%
CFG vs UVXY
-70.9%
+109.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | 0.0% |
| 7D | +1.5% | -5.0% | +6.5% | +0.7% |
| 30D | -3.8% | -20.5% | +16.7% | -7.3% |
| 3M | +11.5% | -36.6% | +48.1% | +4.3% |
| 6M | +19.2% | -56.9% | +76.1% | +7.2% |
| YTD | +23.7% | -51.2% | +74.9% | +15.7% |
| 1Y | +38.8% | -69.8% | +108.6% | +21.3% |
| All | +38.8% | -70.9% | +109.7% | +21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling