+173.5%
CVE vs UVXY
-100.0%
+273.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +1.2% |
| 7D | +2.0% | +2.3% | -0.3% | +2.4% |
| 30D | +13.2% | -15.0% | +28.2% | +10.3% |
| 3M | +21.7% | -39.8% | +61.5% | +12.4% |
| 6M | +48.4% | -60.0% | +108.4% | +29.6% |
| YTD | +100.1% | -48.8% | +148.9% | +85.3% |
| 1Y | +107.8% | -67.3% | +175.1% | +81.5% |
| 3Y | +76.9% | -94.8% | +171.7% | +39.0% |
| 5Y | +346.2% | -99.7% | +445.9% | +153.7% |
| 10Y | +173.5% | -100.0% | +273.5% | +12.1% |
| All | +173.5% | -100.0% | +273.5% | +12.1% |
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