+666.2%
CB vs UVXY
-100.0%
+766.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -1.9% |
| 7D | +0.5% | -5.0% | +5.5% | +0.1% |
| 30D | -3.1% | -20.5% | +17.4% | -4.9% |
| 3M | +9.0% | -36.6% | +45.5% | +5.3% |
| 6M | +2.9% | -56.9% | +59.8% | -2.8% |
| YTD | +10.1% | -51.2% | +61.3% | +5.7% |
| 1Y | +22.8% | -69.8% | +92.6% | +14.1% |
| 3Y | +73.8% | -95.1% | +168.9% | +52.8% |
| 5Y | +99.2% | -99.7% | +198.8% | +50.1% |
| 10Y | +218.2% | -100.0% | +318.2% | +84.6% |
| All | +666.2% | -100.0% | +766.2% | +118.4% |
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 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