+933.9%
CME vs UVXY
-100.0%
+1,033.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.3% | -3.4% | -0.9% |
| 7D | -2.9% | -4.7% | +1.9% | -3.2% |
| 30D | +5.5% | -17.1% | +22.6% | +4.1% |
| 3M | +11.0% | -39.9% | +50.9% | +7.3% |
| 6M | -9.7% | -66.9% | +57.2% | -15.8% |
| YTD | +4.9% | -50.1% | +55.0% | +1.3% |
| 1Y | +10.1% | -68.3% | +78.4% | +3.6% |
| 3Y | +53.5% | -95.0% | +148.5% | +36.2% |
| 5Y | +77.2% | -99.7% | +176.8% | +35.7% |
| 10Y | +282.1% | -100.0% | +382.1% | +127.2% |
| All | +933.9% | -100.0% | +1,033.9% | +169.3% |
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