+1,338.0%
CLS vs UVXY
-94.8%
+1,432.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -6.8% | +13.3% | +4.7% |
| 7D | +10.9% | +2.8% | +8.2% | +12.0% |
| 30D | +2.1% | -11.4% | +13.5% | -0.8% |
| 3M | -10.2% | -41.5% | +31.3% | -20.5% |
| 6M | +30.4% | -61.0% | +91.4% | +7.5% |
| YTD | +17.2% | -49.8% | +67.1% | +6.4% |
| 1Y | +41.0% | -66.4% | +107.5% | +19.8% |
| 3Y | +1,338.0% | -94.8% | +1,432.7% | +1,095.6% |
| All | +1,338.0% | -94.8% | +1,432.8% | +1,095.6% |
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 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