+78.7%
CME vs UVXY
-99.6%
+178.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.2% | -5.4% | -0.1% |
| 7D | -2.4% | +11.0% | -13.4% | -2.1% |
| 30D | +6.2% | -8.8% | +15.0% | +5.9% |
| 3M | +4.4% | -41.9% | +46.3% | +2.8% |
| 6M | -9.6% | -61.2% | +51.5% | -11.9% |
| YTD | +3.8% | -46.2% | +50.0% | +2.6% |
| 1Y | +9.5% | -65.2% | +74.7% | +7.0% |
| 3Y | +51.9% | -94.6% | +146.5% | +41.8% |
| 5Y | +78.7% | -99.7% | +178.4% | +41.7% |
| All | +78.7% | -99.6% | +178.3% | +41.7% |
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