+41.5%
CL vs UVXY
-99.6%
+141.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.1% | +9.0% | -0.2% |
| 7D | -0.8% | +2.3% | -3.1% | -0.6% |
| 30D | +9.5% | +4.0% | +5.5% | +9.8% |
| 3M | +6.8% | -21.6% | +28.3% | +6.6% |
| 6M | +14.3% | -55.1% | +69.3% | +12.9% |
| YTD | +27.0% | -53.7% | +80.7% | +26.0% |
| 1Y | +26.3% | -66.7% | +93.0% | +24.5% |
| 3Y | +39.3% | -94.6% | +133.9% | +33.7% |
| 5Y | +41.5% | -99.6% | +141.1% | +25.5% |
| All | +41.5% | -99.6% | +141.1% | +25.5% |
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