-37.6%
CLX vs UVXY
-99.6%
+62.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.2% | -6.1% | -0.8% |
| 7D | -5.9% | +11.0% | -16.9% | -5.6% |
| 30D | -17.0% | -8.8% | -8.3% | -17.2% |
| 3M | -9.6% | -41.9% | +32.3% | -10.5% |
| 6M | -21.5% | -61.2% | +39.7% | -22.8% |
| YTD | -8.8% | -46.2% | +37.4% | -9.6% |
| 1Y | -24.7% | -65.2% | +40.5% | -25.8% |
| 3Y | -35.6% | -94.6% | +58.9% | -38.1% |
| 5Y | -37.6% | -99.7% | +62.0% | -43.0% |
| All | -37.6% | -99.6% | +62.0% | -43.0% |
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 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