+117.7%
CMS vs UVXY
-100.0%
+217.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.2% | -5.9% | -0.5% |
| 7D | -1.3% | +11.0% | -12.4% | -0.9% |
| 30D | -2.8% | -8.8% | +6.0% | -3.1% |
| 3M | -7.1% | -41.9% | +34.8% | -8.8% |
| 6M | -10.0% | -61.2% | +51.1% | -12.7% |
| YTD | -0.9% | -46.2% | +45.3% | -2.3% |
| 1Y | -2.0% | -65.2% | +63.2% | -4.6% |
| 3Y | +33.0% | -94.6% | +127.6% | +25.9% |
| 5Y | +24.3% | -99.7% | +123.9% | +8.2% |
| All | +117.7% | -100.0% | +217.7% | +63.0% |
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