+564.8%
CCJ vs UVXY
-100.0%
+664.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.5% | -4.0% | -1.2% |
| 7D | +4.2% | +2.3% | +1.9% | +4.5% |
| 30D | +3.2% | -15.0% | +18.2% | +1.1% |
| 3M | -1.8% | -39.8% | +38.0% | -7.3% |
| 6M | -13.5% | -60.0% | +46.5% | -21.4% |
| YTD | +9.7% | -48.8% | +58.6% | +5.0% |
| 1Y | +30.0% | -67.3% | +97.3% | +19.0% |
| 3Y | +172.6% | -94.8% | +267.4% | +136.5% |
| 5Y | +342.9% | -99.7% | +442.6% | +214.5% |
| 10Y | +1,099.7% | -100.0% | +1,199.7% | +481.1% |
| All | +564.8% | -100.0% | +664.8% | -2.2% |
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