+146.9%
CVE vs UVXY
-100.0%
+246.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.4% | -2.7% | +2.4% |
| 7D | +4.6% | -26.5% | +31.2% | 0.0% |
| 30D | -12.0% | +8.8% | -20.8% | -9.0% |
| 3M | -3.8% | -14.7% | +10.9% | -4.3% |
| 6M | -2.7% | -51.5% | +48.7% | -11.3% |
| YTD | +73.6% | -51.7% | +125.3% | +62.5% |
| 1Y | +62.0% | -65.7% | +127.7% | +43.6% |
| 3Y | +72.7% | -94.4% | +167.1% | +38.2% |
| 5Y | +153.9% | -99.5% | +253.5% | +54.0% |
| All | +146.9% | -100.0% | +246.9% | +3.4% |
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