+43.1%
COF vs UVXY
-99.7%
+142.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.8% | +7.4% | -0.7% |
| 7D | -5.1% | +2.8% | -7.9% | -4.6% |
| 30D | -6.0% | -11.4% | +5.3% | -7.8% |
| 3M | +14.8% | -41.5% | +56.3% | +5.4% |
| 6M | +15.3% | -61.0% | +76.4% | +0.5% |
| YTD | -13.0% | -49.8% | +36.8% | -18.7% |
| 1Y | -5.7% | -66.4% | +60.7% | -16.1% |
| 3Y | +118.1% | -94.8% | +212.9% | +76.3% |
| All | +43.1% | -99.7% | +142.8% | -18.7% |
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