+322.0%
CMG vs UVXY
-100.0%
+422.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.8% | +7.0% | -0.6% |
| 7D | -2.1% | +2.8% | -4.9% | -1.7% |
| 30D | +10.9% | -11.4% | +22.3% | +9.5% |
| 3M | +15.8% | -41.5% | +57.4% | +9.4% |
| 6M | +6.9% | -61.0% | +68.0% | -2.6% |
| YTD | -2.2% | -49.8% | +47.7% | -6.7% |
| 1Y | -7.1% | -66.4% | +59.4% | -14.4% |
| 3Y | -7.1% | -94.8% | +87.6% | -20.2% |
| 5Y | -4.8% | -99.7% | +94.9% | -34.0% |
| All | +322.0% | -100.0% | +422.0% | +142.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling