+219.2%
CVX vs UVXY
-100.0%
+319.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.8% | +7.4% | -0.1% |
| 7D | +2.6% | +2.8% | -0.2% | +3.0% |
| 30D | +9.8% | -11.4% | +21.2% | +8.5% |
| 3M | +16.2% | -41.5% | +57.7% | +10.2% |
| 6M | +13.6% | -61.0% | +74.7% | +3.8% |
| YTD | +44.4% | -49.8% | +94.2% | +37.1% |
| 1Y | +40.6% | -66.4% | +107.0% | +29.1% |
| 3Y | +48.2% | -94.8% | +143.0% | +26.3% |
| 5Y | +172.3% | -99.7% | +272.0% | +83.7% |
| All | +219.2% | -100.0% | +319.2% | +68.2% |
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