+425.9%
CORZ vs UVXY
-89.6%
+515.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.5% | -5.9% | -2.7% |
| 7D | +7.6% | +2.3% | +5.3% | +8.4% |
| 30D | -6.9% | -15.0% | +8.1% | -10.8% |
| 3M | -33.0% | -39.8% | +6.8% | -40.5% |
| 6M | +19.3% | -60.0% | +79.4% | -2.2% |
| YTD | +24.2% | -48.8% | +73.1% | +13.3% |
| 1Y | +24.5% | -67.3% | +91.8% | +3.4% |
| All | +425.9% | -89.6% | +515.5% | +371.4% |
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