+503.2%
CMI vs UVXY
-100.0%
+603.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.8% | +8.0% | +0.4% |
| 7D | -0.7% | +2.8% | -3.5% | -0.3% |
| 30D | -12.4% | -11.4% | -1.0% | -13.6% |
| 3M | -14.8% | -41.5% | +26.7% | -19.5% |
| 6M | +0.8% | -61.0% | +61.8% | -7.9% |
| YTD | +10.2% | -49.8% | +60.0% | +5.5% |
| 1Y | +37.4% | -66.4% | +103.9% | +27.2% |
| 3Y | +153.3% | -94.8% | +248.0% | +121.4% |
| 5Y | +167.6% | -99.7% | +267.3% | +90.9% |
| All | +503.2% | -100.0% | +603.2% | +218.4% |
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