+27.6%
CL vs UVXY
-64.9%
+92.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.5% | -0.2% |
| 7D | -0.8% | -26.5% | +25.7% | -0.5% |
| 30D | +9.5% | +8.8% | +0.6% | +9.0% |
| 3M | +6.6% | -14.7% | +21.3% | +6.5% |
| 6M | +13.2% | -51.5% | +64.7% | +13.0% |
| YTD | +26.9% | -51.7% | +78.6% | +24.3% |
| 1Y | +27.6% | -65.7% | +93.3% | +26.4% |
| All | +27.6% | -64.9% | +92.6% | +26.4% |
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