+226.3%
CLSK vs UVXY
-94.8%
+321.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -6.8% | +13.6% | +4.3% |
| 7D | +7.7% | +2.8% | +4.9% | +9.1% |
| 30D | +12.2% | -11.4% | +23.6% | +8.3% |
| 3M | -15.5% | -41.5% | +26.1% | -27.9% |
| 6M | +39.3% | -61.0% | +100.4% | +8.8% |
| YTD | +35.1% | -49.8% | +84.9% | +20.9% |
| 1Y | +34.0% | -66.4% | +100.5% | +10.1% |
| 3Y | +226.3% | -94.8% | +321.0% | +149.4% |
| All | +226.3% | -94.8% | +321.1% | +149.4% |
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