+1,056.5%
CCJ vs UVXY
-100.0%
+1,156.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.8% | +6.0% | -1.8% |
| 7D | -4.0% | +2.8% | -6.8% | -3.6% |
| 30D | -2.4% | -11.4% | +9.0% | -3.9% |
| 3M | -2.3% | -41.5% | +39.2% | -8.8% |
| 6M | -16.2% | -61.0% | +44.8% | -24.7% |
| YTD | +5.7% | -49.8% | +55.5% | +0.5% |
| 1Y | +21.3% | -66.4% | +87.7% | +10.6% |
| 3Y | +159.4% | -94.8% | +254.2% | +122.9% |
| 5Y | +300.7% | -99.7% | +400.3% | +173.7% |
| All | +1,056.5% | -100.0% | +1,156.5% | +518.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling