+671.3%
CI vs UVXY
-100.0%
+771.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.2% |
| 7D | +1.3% | -5.0% | +6.3% | +0.9% |
| 30D | +4.4% | -20.5% | +25.0% | +2.5% |
| 3M | +0.7% | -36.6% | +37.2% | -2.7% |
| 6M | +0.3% | -56.9% | +57.3% | -5.0% |
| YTD | +3.8% | -51.2% | +55.0% | -0.2% |
| 1Y | -5.5% | -69.8% | +64.3% | -11.9% |
| 3Y | +8.1% | -95.1% | +103.2% | -5.2% |
| 5Y | +42.8% | -99.7% | +142.5% | +7.1% |
| 10Y | +143.9% | -100.0% | +243.9% | +43.2% |
| All | +671.3% | -100.0% | +771.3% | +127.3% |
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