+28.3%
CL vs UVXY
-99.7%
+128.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.4% |
| 7D | -2.3% | +2.3% | -4.6% | -2.3% |
| 30D | -5.5% | -15.0% | +9.5% | -5.8% |
| 3M | +0.8% | -39.8% | +40.7% | 0.0% |
| 6M | -4.2% | -60.0% | +55.8% | -5.6% |
| YTD | +13.4% | -48.8% | +62.3% | +12.5% |
| 1Y | +7.1% | -67.3% | +74.4% | +5.4% |
| 3Y | +29.0% | -94.8% | +123.9% | +23.7% |
| 5Y | +28.3% | -99.7% | +128.0% | +13.6% |
| All | +28.3% | -99.7% | +128.0% | +13.6% |
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