+120.8%
CLX vs UVXY
-100.0%
+220.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.3% | -3.9% | -1.5% |
| 7D | -3.5% | -4.7% | +1.2% | -3.7% |
| 30D | -11.9% | -17.1% | +5.2% | -12.4% |
| 3M | -2.6% | -39.9% | +37.3% | -4.0% |
| 6M | -18.2% | -66.9% | +48.7% | -20.5% |
| YTD | -5.9% | -50.1% | +44.2% | -7.2% |
| 1Y | -23.8% | -68.3% | +44.5% | -25.7% |
| 3Y | -33.6% | -95.0% | +61.4% | -36.6% |
| 5Y | -35.7% | -99.7% | +64.0% | -42.2% |
| 10Y | -2.5% | -100.0% | +97.5% | -23.2% |
| All | +120.8% | -100.0% | +220.8% | +34.8% |
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