+52.9%
CL vs UVXY
-100.0%
+152.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.2% | -5.3% | +0.1% |
| 7D | -2.4% | +11.0% | -13.5% | -2.0% |
| 30D | -4.8% | -8.8% | +4.0% | -5.1% |
| 3M | -1.7% | -41.9% | +40.2% | -3.7% |
| 6M | -3.8% | -61.2% | +57.4% | -7.0% |
| YTD | +13.3% | -46.2% | +59.5% | +11.5% |
| 1Y | +8.3% | -65.2% | +73.5% | +5.1% |
| 3Y | +28.8% | -94.6% | +123.4% | +20.8% |
| 5Y | +28.5% | -99.7% | +128.2% | +8.9% |
| All | +52.9% | -100.0% | +152.9% | +11.2% |
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 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