-25.9%
CCJ vs UVXY
-70.8%
+44.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -14.1% | +12.9% | -5.3% |
| 7D | -14.5% | -6.3% | -8.2% | -15.3% |
| 30D | -18.1% | -2.7% | -15.4% | -17.3% |
| 3M | -23.0% | -29.9% | +6.9% | -28.7% |
| 6M | -39.4% | -56.5% | +17.1% | -49.3% |
| YTD | -21.7% | -54.8% | +33.1% | -30.0% |
| 1Y | -25.9% | -70.5% | +44.6% | -42.4% |
| All | -25.9% | -70.8% | +44.8% | -42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling