+11.8%
CRM vs UVXY
-94.8%
+106.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.8% | +8.7% | +1.2% |
| 7D | -4.4% | +2.8% | -7.2% | -4.1% |
| 30D | +28.1% | -11.4% | +39.5% | +26.7% |
| 3M | +48.8% | -41.5% | +90.3% | +40.9% |
| 6M | +28.3% | -61.0% | +89.3% | +16.9% |
| YTD | -6.0% | -49.8% | +43.8% | -10.2% |
| 1Y | +1.4% | -66.4% | +67.9% | -6.5% |
| 3Y | +11.8% | -94.8% | +106.6% | -3.2% |
| All | +11.8% | -94.8% | +106.7% | -3.2% |
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