+47.5%
CCL vs UVXY
-94.4%
+141.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.2% | -6.2% | +0.2% |
| 7D | -4.3% | +11.0% | -15.3% | -1.9% |
| 30D | -19.0% | -8.8% | -10.2% | -20.5% |
| 3M | -13.1% | -41.9% | +28.8% | -22.0% |
| 6M | -13.3% | -61.2% | +47.9% | -26.4% |
| YTD | -25.2% | -46.2% | +21.0% | -30.0% |
| 1Y | -27.2% | -65.2% | +38.0% | -36.1% |
| All | +47.5% | -94.4% | +141.9% | +18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling