+135.5%
CVE vs UVXY
-99.4%
+234.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.7% | -0.8% |
| 7D | -16.1% | +19.4% | -35.5% | -13.8% |
| 30D | -10.4% | +42.6% | -52.9% | -5.8% |
| 3M | -2.4% | +7.1% | -9.4% | -0.6% |
| 6M | -4.4% | -36.5% | +32.1% | -8.0% |
| YTD | +64.9% | -35.8% | +100.7% | +62.6% |
| 1Y | +66.0% | -58.4% | +124.4% | +55.5% |
| 3Y | +57.7% | -92.9% | +150.5% | +37.7% |
| All | +135.5% | -99.4% | +234.9% | +64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling