+304.1%
CFG vs UVXY
-100.0%
+404.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.2% | -4.8% | +1.3% |
| 7D | -1.7% | +11.0% | -12.7% | +0.2% |
| 30D | -4.6% | -8.8% | +4.2% | -6.0% |
| 3M | +7.9% | -41.9% | +49.8% | -1.0% |
| 6M | +19.9% | -61.2% | +81.0% | +4.5% |
| YTD | +21.7% | -46.2% | +67.9% | +14.7% |
| 1Y | +38.4% | -65.2% | +103.6% | +23.7% |
| 3Y | +187.0% | -94.6% | +281.6% | +135.6% |
| 5Y | +99.5% | -99.7% | +199.2% | +21.1% |
| All | +304.1% | -100.0% | +404.1% | +70.2% |
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 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