+57.7%
CVE vs UVXY
-93.1%
+150.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.7% | -0.8% |
| 7D | -16.1% | +19.4% | -35.5% | -14.3% |
| 30D | -10.4% | +42.6% | -52.9% | -6.7% |
| 3M | -2.4% | +7.1% | -9.4% | -1.0% |
| 6M | -4.4% | -36.5% | +32.1% | -7.6% |
| YTD | +64.9% | -35.8% | +100.7% | +63.2% |
| 1Y | +66.0% | -58.4% | +124.4% | +56.7% |
| 3Y | +57.7% | -92.9% | +150.5% | +33.2% |
| All | +57.7% | -93.1% | +150.7% | +33.2% |
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