+37.5%
CMS vs UVXY
-94.5%
+132.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.4% | -5.0% | -0.5% |
| 7D | -1.3% | -26.5% | +25.2% | -1.4% |
| 30D | +5.3% | +8.8% | -3.6% | +5.4% |
| 3M | -0.3% | -14.7% | +14.3% | -0.4% |
| 6M | -4.0% | -51.5% | +47.4% | -4.6% |
| YTD | +2.1% | -51.7% | +53.8% | +1.7% |
| 1Y | -4.7% | -65.7% | +61.0% | -5.4% |
| All | +37.5% | -94.5% | +132.0% | +30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling