-14.2%
CLF vs UVXY
-94.7%
+80.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.1% | -1.1% |
| 7D | -2.7% | +2.3% | -4.9% | -2.2% |
| 30D | -3.2% | -15.0% | +11.8% | -6.3% |
| 3M | -5.0% | -39.8% | +34.9% | -13.6% |
| 6M | +26.6% | -60.0% | +86.6% | +8.4% |
| YTD | -9.0% | -48.8% | +39.9% | -15.8% |
| 1Y | +11.8% | -67.3% | +79.1% | -2.9% |
| All | -14.2% | -94.7% | +80.5% | -28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling