+219.2%
CB vs UVXY
-100.0%
+319.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.2% | -4.9% | +0.7% |
| 7D | -2.8% | +11.0% | -13.8% | -1.9% |
| 30D | -2.4% | -8.8% | +6.4% | -3.1% |
| 3M | +2.8% | -41.9% | +44.7% | -1.4% |
| 6M | +4.8% | -61.2% | +65.9% | -2.1% |
| YTD | +9.2% | -46.2% | +55.4% | +5.7% |
| 1Y | +22.8% | -65.2% | +88.0% | +15.5% |
| 3Y | +71.1% | -94.6% | +165.7% | +51.0% |
| 5Y | +101.0% | -99.7% | +200.7% | +47.3% |
| All | +219.2% | -100.0% | +319.2% | +95.5% |
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