-60.3%
CSGP vs UVXY
-93.1%
+32.7%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.2% | -2.4% | -4.9% |
| 7D | +1.3% | +19.4% | -18.1% | +3.6% |
| 30D | +10.7% | +42.6% | -31.9% | +15.2% |
| 3M | +3.3% | +7.1% | -3.8% | +4.6% |
| 6M | -10.3% | -36.5% | +26.2% | -13.8% |
| YTD | -54.6% | -35.8% | -18.8% | -55.2% |
| 1Y | -54.6% | -58.4% | +3.8% | -57.2% |
| 3Y | -60.3% | -92.9% | +32.5% | -64.7% |
| All | -60.3% | -93.1% | +32.7% | -64.7% |
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 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