+40.1%
CSGP vs UVXY
-100.0%
+140.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.3% | -4.1% | -1.6% |
| 7D | -5.1% | -4.7% | -0.4% | -5.7% |
| 30D | +0.3% | -17.1% | +17.4% | -1.9% |
| 3M | -9.1% | -39.9% | +30.8% | -14.3% |
| 6M | -37.3% | -66.9% | +29.6% | -44.3% |
| YTD | -54.9% | -50.1% | -4.8% | -57.3% |
| 1Y | -65.5% | -68.3% | +2.8% | -68.8% |
| 3Y | -63.3% | -95.0% | +31.7% | -68.7% |
| 5Y | -65.8% | -99.7% | +33.9% | -76.1% |
| 10Y | +40.1% | -100.0% | +140.1% | -31.4% |
| All | +40.1% | -100.0% | +140.1% | -31.4% |
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 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