+69.2%
CB vs UVXY
-94.7%
+163.9%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | +0.3% |
| 7D | -0.5% | +2.3% | -2.8% | -0.5% |
| 30D | -3.1% | -15.0% | +12.0% | -3.4% |
| 3M | +4.2% | -39.8% | +44.0% | +3.0% |
| 6M | +4.7% | -60.0% | +64.8% | +2.5% |
| YTD | +8.8% | -48.8% | +57.7% | +7.7% |
| 1Y | +22.6% | -67.3% | +89.9% | +20.0% |
| All | +69.2% | -94.7% | +163.9% | +59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling