-47.2%
CMCSA vs UVXY
-99.7%
+52.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.8% | +6.9% | -0.4% |
| 7D | -4.9% | +2.8% | -7.7% | -4.6% |
| 30D | -1.1% | -11.4% | +10.3% | -2.0% |
| 3M | +6.6% | -41.5% | +48.1% | +2.4% |
| 6M | -15.5% | -61.0% | +45.6% | -20.8% |
| YTD | -6.7% | -49.8% | +43.2% | -9.9% |
| 1Y | -15.6% | -66.4% | +50.8% | -20.6% |
| 3Y | -33.7% | -94.8% | +61.1% | -41.5% |
| All | -47.2% | -99.7% | +52.4% | -62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling