+40.0%
CVS vs UVXY
-100.0%
+140.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.8% | +6.1% | -1.2% |
| 7D | -2.2% | +2.8% | -4.9% | -1.9% |
| 30D | -0.1% | -11.4% | +11.3% | -0.9% |
| 3M | -5.2% | -41.5% | +36.3% | -8.7% |
| 6M | +26.9% | -61.0% | +87.9% | +19.3% |
| YTD | +22.1% | -49.8% | +71.9% | +18.0% |
| 1Y | +30.8% | -66.4% | +97.2% | +23.5% |
| 3Y | +54.4% | -94.8% | +149.2% | +38.2% |
| 5Y | +33.4% | -99.7% | +133.1% | +0.9% |
| All | +40.0% | -100.0% | +140.0% | -10.5% |
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