+471.8%
CMS vs UVXY
-100.0%
+571.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.2% |
| 7D | +0.4% | -5.0% | +5.4% | +0.2% |
| 30D | -3.6% | -20.5% | +16.9% | -4.5% |
| 3M | -1.9% | -36.6% | +34.7% | -3.6% |
| 6M | -11.0% | -56.9% | +45.9% | -13.4% |
| YTD | +0.2% | -51.2% | +51.4% | -1.8% |
| 1Y | -1.3% | -69.8% | +68.5% | -4.8% |
| 3Y | +35.9% | -95.1% | +131.0% | +27.4% |
| 5Y | +23.1% | -99.7% | +122.8% | +6.4% |
| 10Y | +117.9% | -100.0% | +217.9% | +59.7% |
| All | +471.8% | -100.0% | +571.8% | +163.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling