+322.1%
CORZ vs UVXY
-89.9%
+412.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | +2.1% |
| 7D | +23.5% | -22.1% | +45.5% | +16.5% |
| 30D | +7.5% | +8.2% | -0.7% | +16.4% |
| 3M | -26.6% | -12.3% | -14.3% | -24.4% |
| 6M | -39.5% | -51.0% | +11.5% | -45.6% |
| YTD | -0.3% | -49.9% | +49.7% | -3.7% |
| 1Y | -4.2% | -67.7% | +63.5% | -17.2% |
| All | +322.1% | -89.9% | +412.0% | +300.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling