-5.1%
COF vs UVXY
-70.8%
+65.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -14.1% | +13.0% | -3.8% |
| 7D | +0.7% | -6.3% | +7.0% | -0.1% |
| 30D | +5.7% | -2.7% | +8.4% | +6.0% |
| 3M | -6.7% | -29.9% | +23.2% | -12.2% |
| 6M | +9.5% | -56.5% | +66.0% | -5.3% |
| YTD | -13.9% | -54.8% | +40.9% | -19.8% |
| 1Y | -5.1% | -70.5% | +65.5% | -17.9% |
| All | -5.1% | -70.8% | +65.7% | -17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling