+3,055.9%
CIEN vs UVXY
-100.0%
+3,155.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -0.6% |
| 7D | -4.6% | +2.3% | -6.8% | -4.3% |
| 30D | -12.8% | -15.0% | +2.2% | -14.8% |
| 3M | -23.1% | -39.8% | +16.8% | -27.8% |
| 6M | +6.1% | -60.0% | +66.2% | -4.5% |
| YTD | +44.5% | -48.8% | +93.4% | +37.5% |
| 1Y | +176.6% | -67.3% | +243.9% | +152.1% |
| 3Y | +601.0% | -94.8% | +695.8% | +515.4% |
| 5Y | +509.1% | -99.7% | +608.8% | +328.5% |
| 10Y | +1,460.5% | -100.0% | +1,560.5% | +618.1% |
| All | +3,055.9% | -100.0% | +3,155.9% | +346.2% |
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