+86.2%
CL vs UVXY
-100.0%
+186.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.5% | +0.1% |
| 7D | -0.8% | -26.5% | +25.7% | -1.9% |
| 30D | +9.5% | +8.8% | +0.6% | +10.4% |
| 3M | +6.6% | -14.7% | +21.3% | +6.6% |
| 6M | +13.2% | -51.5% | +64.7% | +10.8% |
| YTD | +26.9% | -51.7% | +78.6% | +25.1% |
| 1Y | +27.6% | -65.7% | +93.3% | +24.1% |
| 3Y | +39.1% | -94.4% | +133.5% | +30.8% |
| 5Y | +41.3% | -99.5% | +140.8% | +22.5% |
| All | +86.2% | -100.0% | +186.2% | +44.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling