-42.6%
CCL vs UVXY
-100.0%
+57.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.8% | +8.0% | -0.3% |
| 7D | -3.2% | +2.8% | -6.0% | -2.5% |
| 30D | -17.8% | -11.4% | -6.4% | -19.8% |
| 3M | -18.7% | -41.5% | +22.8% | -27.0% |
| 6M | -11.4% | -61.0% | +49.6% | -24.8% |
| YTD | -24.3% | -49.8% | +25.5% | -30.0% |
| 1Y | -28.8% | -66.4% | +37.6% | -38.2% |
| 3Y | +49.3% | -94.8% | +144.1% | +18.5% |
| 5Y | +1.6% | -99.7% | +101.3% | -42.8% |
| All | -42.6% | -100.0% | +57.4% | -75.3% |
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