+404.9%
CORZ vs UVXY
-89.1%
+494.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +5.2% | -9.1% | -2.5% |
| 7D | -3.0% | +11.0% | -14.0% | +0.1% |
| 30D | -12.1% | -8.8% | -3.3% | -13.9% |
| 3M | -32.4% | -41.9% | +9.5% | -40.6% |
| 6M | +12.4% | -61.2% | +73.5% | -8.6% |
| YTD | +19.3% | -46.2% | +65.5% | +10.5% |
| 1Y | +8.6% | -65.2% | +73.8% | -8.1% |
| All | +404.9% | -89.1% | +494.1% | +359.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling