+329.4%
CVX vs UVXY
-100.0%
+429.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.6% | +2.2% |
| 7D | +1.0% | +2.3% | -1.3% | +1.2% |
| 30D | +10.7% | -15.0% | +25.7% | +8.9% |
| 3M | +15.5% | -39.8% | +55.3% | +10.1% |
| 6M | +14.9% | -60.0% | +74.9% | +5.7% |
| YTD | +44.2% | -48.8% | +93.0% | +37.4% |
| 1Y | +43.5% | -67.3% | +110.8% | +31.9% |
| 3Y | +45.0% | -94.8% | +139.8% | +24.9% |
| 5Y | +172.2% | -99.7% | +271.8% | +93.4% |
| 10Y | +221.9% | -100.0% | +321.9% | +67.2% |
| All | +329.4% | -100.0% | +429.4% | +4.4% |
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