+28.0%
CB vs UVXY
-65.0%
+93.0%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.6% | +1.0% |
| 7D | +2.9% | -22.1% | +25.0% | +3.4% |
| 30D | +7.3% | +8.2% | -0.9% | +6.7% |
| 3M | +9.4% | -12.3% | +21.7% | +9.5% |
| 6M | +19.6% | -51.0% | +70.6% | +20.4% |
| YTD | +21.5% | -49.9% | +71.4% | +20.8% |
| 1Y | +28.0% | -67.7% | +95.7% | +30.4% |
| All | +28.0% | -65.0% | +93.0% | +30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling