-72.0%
CLF vs UVXY
-100.0%
+28.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.7% | -6.9% | -2.5% |
| 7D | +10.4% | -22.1% | +32.4% | +6.2% |
| 30D | +0.6% | +8.2% | -7.6% | +5.7% |
| 3M | +4.1% | -12.3% | +16.4% | +5.8% |
| 6M | +15.1% | -51.0% | +66.1% | +6.7% |
| YTD | -4.7% | -49.9% | +45.2% | -7.7% |
| 1Y | +20.4% | -67.7% | +88.1% | +8.4% |
| 3Y | -23.4% | -94.1% | +70.7% | -33.6% |
| 5Y | -43.3% | -99.5% | +56.3% | -60.6% |
| 10Y | +80.5% | -100.0% | +180.5% | -17.9% |
| All | -72.0% | -100.0% | +28.0% | -97.0% |
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