+135.5%
CVE vs UVXY
-100.0%
+235.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.2% |
| 7D | -10.0% | -3.3% | -6.7% | -9.1% |
| 30D | -11.9% | +12.0% | -23.9% | -8.5% |
| 3M | -5.9% | -15.5% | +9.5% | -6.7% |
| 6M | -1.6% | -49.4% | +47.8% | -9.7% |
| YTD | +66.3% | -49.1% | +115.4% | +56.8% |
| 1Y | +57.5% | -63.7% | +121.2% | +40.8% |
| 3Y | +65.4% | -94.1% | +159.5% | +33.3% |
| 5Y | +144.2% | -99.6% | +243.7% | +46.6% |
| 10Y | +135.5% | -100.0% | +235.5% | -1.0% |
| All | +135.5% | -100.0% | +235.5% | -1.0% |
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