+500.0%
CMG vs UVXY
-100.0%
+600.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.2% | -4.9% | +0.8% |
| 7D | -3.8% | +11.0% | -14.9% | -2.8% |
| 30D | +12.9% | -8.8% | +21.7% | +12.0% |
| 3M | +18.8% | -41.9% | +60.7% | +13.1% |
| 6M | +4.1% | -61.2% | +65.2% | -3.8% |
| YTD | -2.4% | -46.2% | +43.8% | -5.5% |
| 1Y | -6.7% | -65.2% | +58.5% | -12.5% |
| 3Y | -7.1% | -94.6% | +87.4% | -17.6% |
| 5Y | -5.0% | -99.7% | +94.7% | -28.4% |
| 10Y | +323.5% | -100.0% | +423.5% | +148.8% |
| All | +500.0% | -100.0% | +600.0% | +77.3% |
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