+55.9%
CVE vs UVXY
-100.0%
+155.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.2% |
| 7D | +2.5% | -5.0% | +7.5% | +1.8% |
| 30D | +16.7% | -20.5% | +37.3% | +13.0% |
| 3M | +9.3% | -36.6% | +45.8% | +2.9% |
| 6M | +43.6% | -56.9% | +100.5% | +29.7% |
| YTD | +93.6% | -51.2% | +144.8% | +79.7% |
| 1Y | +98.8% | -69.8% | +168.5% | +74.7% |
| 3Y | +73.6% | -95.1% | +168.7% | +41.2% |
| 5Y | +312.5% | -99.7% | +412.1% | +162.6% |
| 10Y | +161.0% | -100.0% | +261.0% | +22.8% |
| All | +55.9% | -100.0% | +155.9% | -74.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling