+327.1%
CFG vs UVXY
-100.0%
+427.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.4% | -5.2% | -0.1% |
| 7D | +1.6% | -26.5% | +28.1% | -2.7% |
| 30D | +3.3% | +8.8% | -5.6% | +7.1% |
| 3M | -11.5% | -14.7% | +3.1% | -11.5% |
| 6M | +6.2% | -51.5% | +57.7% | -1.7% |
| YTD | +14.3% | -51.7% | +66.0% | +9.3% |
| 1Y | +26.7% | -65.7% | +92.4% | +15.7% |
| 3Y | +187.8% | -94.4% | +282.2% | +145.3% |
| 5Y | +61.3% | -99.5% | +160.8% | +12.5% |
| 10Y | +217.2% | -100.0% | +317.2% | +54.9% |
| All | +327.1% | -100.0% | +427.1% | +77.5% |
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