+165.0%
CMI vs UVXY
-99.7%
+264.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.8% | +8.0% | +0.3% |
| 7D | -0.7% | +2.8% | -3.5% | -0.3% |
| 30D | -12.4% | -11.4% | -1.0% | -13.7% |
| 3M | -14.8% | -41.5% | +26.7% | -20.0% |
| 6M | +0.8% | -61.0% | +61.8% | -8.8% |
| YTD | +10.2% | -49.8% | +60.0% | +4.9% |
| 1Y | +37.4% | -66.4% | +103.9% | +26.1% |
| 3Y | +153.3% | -94.8% | +248.0% | +117.0% |
| All | +165.0% | -99.7% | +264.7% | +77.9% |
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