+33.1%
CVS vs UVXY
-99.7%
+132.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.2% | -5.3% | +0.2% |
| 7D | -2.0% | +11.0% | -13.0% | -1.4% |
| 30D | +1.9% | -8.8% | +10.7% | +1.5% |
| 3M | -2.2% | -41.9% | +39.7% | -4.8% |
| 6M | +26.7% | -61.2% | +87.9% | +21.3% |
| YTD | +22.9% | -46.2% | +69.1% | +20.5% |
| 1Y | +32.9% | -65.2% | +98.1% | +27.9% |
| 3Y | +62.3% | -94.6% | +156.9% | +49.6% |
| All | +33.1% | -99.7% | +132.8% | +6.1% |
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 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