+99.5%
CFG vs UVXY
-99.6%
+199.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.2% | -4.8% | +1.3% |
| 7D | -1.7% | +11.0% | -12.7% | +0.1% |
| 30D | -4.6% | -8.8% | +4.2% | -5.9% |
| 3M | +7.9% | -41.9% | +49.8% | -0.8% |
| 6M | +19.9% | -61.2% | +81.0% | +4.9% |
| YTD | +21.7% | -46.2% | +67.9% | +15.0% |
| 1Y | +38.4% | -65.2% | +103.6% | +24.1% |
| 3Y | +187.0% | -94.6% | +281.6% | +134.8% |
| 5Y | +99.5% | -99.7% | +199.2% | +19.0% |
| All | +99.5% | -99.6% | +199.2% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling