+48.9%
CIEN vs UVXY
-70.8%
+119.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -14.1% | +4.8% | -13.8% |
| 7D | -25.0% | -6.3% | -18.8% | -26.0% |
| 30D | -30.1% | -2.7% | -27.4% | -29.1% |
| 3M | -33.8% | -29.9% | -3.8% | -38.7% |
| 6M | -49.4% | -56.5% | +7.1% | -58.3% |
| YTD | +16.4% | -54.8% | +71.2% | +4.5% |
| 1Y | +48.9% | -70.5% | +119.4% | +11.4% |
| All | +48.9% | -70.8% | +119.6% | +11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling