+715.4%
CI vs UVXY
-100.0%
+815.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.4% | +0.6% |
| 7D | +1.2% | -22.1% | +23.2% | -0.7% |
| 30D | +2.6% | +8.2% | -5.6% | +4.4% |
| 3M | +7.4% | -12.3% | +19.8% | +7.6% |
| 6M | -0.1% | -51.0% | +50.9% | -4.3% |
| YTD | +9.7% | -49.9% | +59.7% | +7.1% |
| 1Y | +12.1% | -67.7% | +79.9% | +5.7% |
| 3Y | +7.0% | -94.1% | +101.1% | -4.3% |
| 5Y | +49.7% | -99.5% | +149.2% | +16.7% |
| 10Y | +147.2% | -100.0% | +247.2% | +48.2% |
| All | +715.4% | -100.0% | +815.4% | +143.8% |
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