-63.2%
CSGP vs UVXY
-99.4%
+36.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.2% | -2.4% | -5.0% |
| 7D | +1.3% | +19.4% | -18.1% | +4.6% |
| 30D | +10.7% | +42.6% | -31.9% | +16.9% |
| 3M | +3.3% | +7.1% | -3.8% | +5.2% |
| 6M | -10.3% | -36.5% | +26.2% | -14.5% |
| YTD | -54.6% | -35.8% | -18.8% | -55.3% |
| 1Y | -54.6% | -58.4% | +3.8% | -57.9% |
| 3Y | -60.3% | -92.9% | +32.5% | -66.4% |
| All | -63.2% | -99.4% | +36.2% | -76.6% |
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