+3,616.8%
CLS vs UVXY
-99.6%
+3,716.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.2% | -7.7% | -1.3% |
| 7D | +5.0% | +11.0% | -6.1% | +7.6% |
| 30D | +4.8% | -8.8% | +13.6% | +2.8% |
| 3M | -10.4% | -41.9% | +31.5% | -19.7% |
| 6M | +20.8% | -61.2% | +82.0% | +1.7% |
| YTD | +10.0% | -46.2% | +56.2% | +2.7% |
| 1Y | +28.5% | -65.2% | +93.7% | +12.3% |
| 3Y | +1,292.2% | -94.6% | +1,386.8% | +1,069.4% |
| 5Y | +3,616.8% | -99.7% | +3,716.5% | +2,020.6% |
| All | +3,616.8% | -99.6% | +3,716.4% | +2,020.6% |
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