+184.8%
CL vs UVXY
-100.0%
+284.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.4% |
| 7D | -2.2% | -5.0% | +2.8% | -2.4% |
| 30D | -4.8% | -20.5% | +15.7% | -5.9% |
| 3M | +4.9% | -36.6% | +41.5% | +2.7% |
| 6M | -5.7% | -56.9% | +51.2% | -8.8% |
| YTD | +14.4% | -51.2% | +65.6% | +11.6% |
| 1Y | +8.7% | -69.8% | +78.5% | +4.0% |
| 3Y | +30.0% | -95.1% | +125.0% | +19.8% |
| 5Y | +28.4% | -99.7% | +128.0% | +6.6% |
| 10Y | +50.1% | -100.0% | +150.1% | +1.1% |
| All | +184.8% | -100.0% | +284.8% | +22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling