+212.5%
CCI vs UVXY
-100.0%
+312.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -0.9% |
| 7D | -0.3% | +2.3% | -2.5% | -0.1% |
| 30D | +2.1% | -15.0% | +17.2% | +1.1% |
| 3M | -17.8% | -39.8% | +22.0% | -20.3% |
| 6M | -14.2% | -60.0% | +45.9% | -18.4% |
| YTD | -13.3% | -48.8% | +35.5% | -15.7% |
| 1Y | -16.6% | -67.3% | +50.7% | -20.7% |
| 3Y | -10.8% | -94.8% | +84.0% | -19.0% |
| 5Y | -50.3% | -99.7% | +49.4% | -60.0% |
| 10Y | +22.5% | -100.0% | +122.5% | -21.9% |
| All | +212.5% | -100.0% | +312.5% | +14.1% |
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