-49.3%
CLF vs UVXY
-99.6%
+50.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.2% | -7.3% | -1.0% |
| 7D | -3.7% | +11.0% | -14.7% | -1.3% |
| 30D | -4.7% | -8.8% | +4.1% | -6.4% |
| 3M | -4.7% | -41.9% | +37.2% | -14.4% |
| 6M | +24.0% | -61.2% | +85.2% | +4.8% |
| YTD | -10.9% | -46.2% | +35.3% | -16.9% |
| 1Y | +4.0% | -65.2% | +69.2% | -8.9% |
| 3Y | -16.9% | -94.6% | +77.6% | -33.9% |
| 5Y | -49.3% | -99.7% | +50.4% | -73.6% |
| All | -49.3% | -99.6% | +50.3% | -73.6% |
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