+33.5%
CMS vs UVXY
-94.7%
+128.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -0.9% |
| 7D | +0.2% | +2.3% | -2.1% | +0.2% |
| 30D | -1.3% | -15.0% | +13.7% | -1.4% |
| 3M | -5.4% | -39.8% | +34.4% | -5.8% |
| 6M | -10.3% | -60.0% | +49.7% | -11.1% |
| YTD | -0.2% | -48.8% | +48.6% | -0.7% |
| 1Y | -0.9% | -67.3% | +66.4% | -1.8% |
| All | +33.5% | -94.7% | +128.3% | +27.7% |
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