+258.2%
CMCSA vs UVXY
-100.0%
+358.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.2% | -2.8% | +2.9% |
| 7D | -5.6% | +11.0% | -16.6% | -4.6% |
| 30D | -1.9% | -8.8% | +6.9% | -2.6% |
| 3M | +6.4% | -41.9% | +48.3% | +1.6% |
| 6M | -16.9% | -61.2% | +44.3% | -23.0% |
| YTD | -6.8% | -46.2% | +39.4% | -10.0% |
| 1Y | -15.9% | -65.2% | +49.3% | -21.4% |
| 3Y | -33.4% | -94.6% | +61.1% | -41.2% |
| 5Y | -46.7% | -99.7% | +53.0% | -60.6% |
| 10Y | +7.0% | -100.0% | +107.0% | -40.7% |
| All | +258.2% | -100.0% | +358.2% | -2.2% |
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 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