+329.7%
CFG vs UVXY
-100.0%
+429.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | +1.2% |
| 7D | +3.2% | -22.1% | +25.2% | -0.2% |
| 30D | +5.1% | +8.2% | -3.0% | +8.9% |
| 3M | -11.2% | -12.3% | +1.1% | -10.8% |
| 6M | +9.6% | -51.0% | +60.6% | +1.6% |
| YTD | +15.0% | -49.9% | +64.9% | +10.6% |
| 1Y | +29.9% | -67.7% | +97.6% | +17.3% |
| 3Y | +192.1% | -94.1% | +286.2% | +151.1% |
| 5Y | +62.3% | -99.5% | +161.8% | +13.9% |
| 10Y | +219.2% | -100.0% | +319.2% | +56.7% |
| All | +329.7% | -100.0% | +429.7% | +79.6% |
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