+7.0%
CI vs UVXY
-94.2%
+101.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.4% | +0.3% |
| 7D | +1.2% | -22.1% | +23.2% | +0.7% |
| 30D | +2.6% | +8.2% | -5.6% | +3.0% |
| 3M | +7.4% | -12.3% | +19.8% | +7.5% |
| 6M | -0.1% | -51.0% | +50.9% | -1.2% |
| YTD | +9.7% | -49.9% | +59.7% | +8.8% |
| 1Y | +12.1% | -67.7% | +79.9% | +10.5% |
| 3Y | +7.0% | -94.1% | +101.1% | -17.4% |
| All | +7.0% | -94.2% | +101.3% | -17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling