+324.2%
CVS vs UVXY
-100.0%
+424.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -0.5% |
| 7D | -1.9% | +2.3% | -4.2% | -1.7% |
| 30D | -0.3% | -15.0% | +14.7% | -1.5% |
| 3M | -1.1% | -39.8% | +38.7% | -4.5% |
| 6M | +23.7% | -60.0% | +83.8% | +16.7% |
| YTD | +23.0% | -48.8% | +71.8% | +19.2% |
| 1Y | +37.2% | -67.3% | +104.4% | +29.4% |
| 3Y | +62.4% | -94.8% | +157.3% | +45.9% |
| 5Y | +31.8% | -99.7% | +131.5% | +2.6% |
| 10Y | +41.9% | -100.0% | +141.9% | -13.3% |
| All | +324.2% | -100.0% | +424.2% | +50.1% |
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