+99.4%
CB vs UVXY
-99.7%
+199.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | +0.4% |
| 7D | -0.5% | +2.3% | -2.8% | -0.4% |
| 30D | -3.1% | -15.0% | +12.0% | -3.8% |
| 3M | +4.2% | -39.8% | +44.0% | +1.6% |
| 6M | +4.7% | -60.0% | +64.8% | +0.3% |
| YTD | +8.8% | -48.8% | +57.7% | +6.4% |
| 1Y | +22.6% | -67.3% | +89.9% | +17.4% |
| 3Y | +70.6% | -94.8% | +165.5% | +54.8% |
| 5Y | +99.4% | -99.7% | +199.1% | +49.4% |
| All | +99.4% | -99.7% | +199.1% | +49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling