-72.4%
CLF vs UVXY
-100.0%
+27.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.9% |
| 7D | +7.6% | -5.0% | +12.6% | +6.7% |
| 30D | -1.2% | -20.5% | +19.3% | -5.2% |
| 3M | -13.4% | -36.6% | +23.2% | -19.3% |
| 6M | +15.4% | -56.9% | +72.3% | +3.2% |
| YTD | -5.9% | -51.2% | +45.3% | -12.7% |
| 1Y | +18.8% | -69.8% | +88.6% | +3.8% |
| 3Y | -19.4% | -95.1% | +75.7% | -33.5% |
| 5Y | -47.7% | -99.7% | +51.9% | -66.7% |
| 10Y | +130.4% | -100.0% | +230.4% | -0.2% |
| All | -72.4% | -100.0% | +27.6% | -97.2% |
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