+74.9%
CB vs UVXY
-94.2%
+169.1%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.6% | +1.1% |
| 7D | +2.9% | -22.1% | +25.0% | +2.5% |
| 30D | +7.3% | +8.2% | -0.9% | +7.7% |
| 3M | +9.4% | -12.3% | +21.7% | +9.4% |
| 6M | +19.6% | -51.0% | +70.6% | +18.1% |
| YTD | +21.5% | -49.9% | +71.4% | +20.6% |
| 1Y | +28.0% | -67.7% | +95.7% | +25.5% |
| 3Y | +74.9% | -94.1% | +169.0% | +64.3% |
| All | +74.9% | -94.2% | +169.1% | +64.3% |
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