-4.4%
CLX vs UVXY
-100.0%
+95.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.8% | +5.6% | -1.3% |
| 7D | -5.7% | +2.8% | -8.5% | -5.6% |
| 30D | -17.0% | -11.4% | -5.7% | -17.2% |
| 3M | -9.7% | -41.5% | +31.8% | -10.7% |
| 6M | -19.8% | -61.0% | +41.2% | -21.3% |
| YTD | -9.8% | -49.8% | +40.0% | -10.8% |
| 1Y | -26.2% | -66.4% | +40.3% | -27.5% |
| 3Y | -36.2% | -94.8% | +58.6% | -38.4% |
| 5Y | -38.3% | -99.7% | +61.4% | -43.4% |
| All | -4.4% | -100.0% | +95.6% | -22.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling