+300.2%
CCJ vs UVXY
-99.7%
+399.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.8% | +6.0% | -2.0% |
| 7D | -4.0% | +2.8% | -6.8% | -3.5% |
| 30D | -2.4% | -11.4% | +9.0% | -4.2% |
| 3M | -2.3% | -41.5% | +39.2% | -10.3% |
| 6M | -16.2% | -61.0% | +44.8% | -26.6% |
| YTD | +5.7% | -49.8% | +55.5% | -0.9% |
| 1Y | +21.3% | -66.4% | +87.7% | +8.1% |
| 3Y | +159.4% | -94.8% | +254.2% | +112.7% |
| All | +300.2% | -99.7% | +399.8% | +126.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling