+543.5%
CIEN vs UVXY
-99.7%
+643.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -6.8% | +11.3% | +3.1% |
| 7D | +8.9% | +2.8% | +6.1% | +9.6% |
| 30D | -19.1% | -11.4% | -7.7% | -20.9% |
| 3M | -21.5% | -41.5% | +20.0% | -28.4% |
| 6M | +2.8% | -61.0% | +63.9% | -11.3% |
| YTD | +49.5% | -49.8% | +99.3% | +38.8% |
| 1Y | +163.8% | -66.4% | +230.2% | +133.3% |
| 3Y | +615.8% | -94.8% | +710.6% | +497.7% |
| All | +543.5% | -99.7% | +643.2% | +288.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling