+1,194.9%
COR vs UVXY
-100.0%
+1,294.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.3% |
| 7D | -3.9% | +2.3% | -6.2% | -3.7% |
| 30D | -0.3% | -15.0% | +14.7% | -1.4% |
| 3M | +15.9% | -39.8% | +55.7% | +12.4% |
| 6M | -10.3% | -60.0% | +49.8% | -14.8% |
| YTD | -3.7% | -48.8% | +45.1% | -6.4% |
| 1Y | +9.1% | -67.3% | +76.4% | +3.6% |
| 3Y | +86.6% | -94.8% | +181.4% | +67.9% |
| 5Y | +180.9% | -99.7% | +280.6% | +120.0% |
| 10Y | +407.4% | -100.0% | +507.4% | +217.1% |
| All | +1,194.9% | -100.0% | +1,294.9% | +363.9% |
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 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