+3.5%
CI vs UVXY
-94.7%
+98.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +0.9% |
| 7D | -1.1% | +2.3% | -3.4% | -1.1% |
| 30D | +0.5% | -15.0% | +15.5% | +0.2% |
| 3M | -5.2% | -39.8% | +34.6% | -6.1% |
| 6M | +4.3% | -60.0% | +64.4% | +2.6% |
| YTD | +2.8% | -48.8% | +51.6% | +1.7% |
| 1Y | -5.8% | -67.3% | +61.5% | -7.3% |
| All | +3.5% | -94.7% | +98.2% | -1.2% |
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 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