+4,445.0%
CLS vs UVXY
-100.0%
+4,545.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.3% | +3.4% | +6.0% |
| 7D | +12.8% | -4.7% | +17.5% | +12.0% |
| 30D | +3.8% | -17.1% | +20.9% | +1.2% |
| 3M | -14.6% | -39.9% | +25.3% | -19.7% |
| 6M | +32.2% | -66.9% | +99.1% | +16.9% |
| YTD | +11.6% | -50.1% | +61.7% | +6.2% |
| 1Y | +35.1% | -68.3% | +103.4% | +23.2% |
| 3Y | +1,312.5% | -95.0% | +1,407.5% | +1,171.6% |
| 5Y | +3,542.1% | -99.7% | +3,641.7% | +2,618.5% |
| 10Y | +2,944.0% | -100.0% | +3,044.0% | +1,593.6% |
| All | +4,445.0% | -100.0% | +4,545.0% | +844.2% |
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