+67.3%
CSGP vs UVXY
-100.0%
+167.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -20.2% | +22.5% | -0.1% |
| 7D | -1.8% | -5.6% | +3.8% | -1.2% |
| 30D | +5.3% | +12.8% | -7.5% | +8.3% |
| 3M | +3.3% | -14.8% | +18.2% | +2.8% |
| 6M | -4.7% | -49.0% | +44.3% | -10.5% |
| YTD | -53.5% | -48.8% | -4.8% | -55.3% |
| 1Y | -53.7% | -66.4% | +12.7% | -57.5% |
| 3Y | -59.7% | -94.4% | +34.7% | -65.4% |
| 5Y | -62.5% | -99.5% | +37.1% | -72.7% |
| 10Y | +67.3% | -100.0% | +167.3% | -17.8% |
| All | +67.3% | -100.0% | +167.3% | -17.8% |
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 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