-60.6%
CSGP vs UVXY
-94.2%
+33.7%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.7% | -0.8% | +3.2% |
| 7D | +1.3% | -22.1% | +23.4% | -0.6% |
| 30D | +2.8% | +8.2% | -5.4% | +4.7% |
| 3M | -6.3% | -12.3% | +6.0% | -6.5% |
| 6M | -3.2% | -51.0% | +47.8% | -8.7% |
| YTD | -54.0% | -49.9% | -4.0% | -55.4% |
| 1Y | -54.8% | -67.7% | +12.9% | -58.2% |
| 3Y | -60.6% | -94.1% | +33.5% | -65.8% |
| All | -60.6% | -94.2% | +33.7% | -65.8% |
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