+745.4%
CB vs UVXY
-100.0%
+845.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.6% | +1.4% |
| 7D | +2.9% | -22.1% | +25.0% | +1.1% |
| 30D | +7.3% | +8.2% | -0.9% | +9.2% |
| 3M | +9.4% | -12.3% | +21.7% | +9.5% |
| 6M | +19.6% | -51.0% | +70.6% | +14.5% |
| YTD | +21.5% | -49.9% | +71.4% | +18.2% |
| 1Y | +28.0% | -67.7% | +95.7% | +20.2% |
| 3Y | +74.9% | -94.1% | +169.0% | +56.5% |
| 5Y | +108.1% | -99.5% | +207.7% | +62.8% |
| 10Y | +251.8% | -100.0% | +351.8% | +108.5% |
| All | +745.4% | -100.0% | +845.4% | +144.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling