0.0%
CCL vs UVXY
-100.0%
+100.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.3% | -3.6% | -0.9% |
| 7D | -0.1% | -4.7% | +4.6% | -1.0% |
| 30D | -20.0% | -17.1% | -2.9% | -22.5% |
| 3M | -13.7% | -39.9% | +26.3% | -20.1% |
| 6M | -9.0% | -66.9% | +57.8% | -21.9% |
| YTD | -22.8% | -50.1% | +27.3% | -27.3% |
| 1Y | -25.3% | -68.3% | +43.0% | -33.6% |
| 3Y | +54.1% | -95.0% | +149.0% | +29.9% |
| 5Y | +3.5% | -99.7% | +103.2% | -30.3% |
| 10Y | -41.0% | -100.0% | +59.0% | -70.1% |
| All | 0.0% | -100.0% | +100.0% | -78.6% |
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