+409.0%
CSX vs UVXY
-100.0%
+509.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.1% |
| 7D | +0.7% | -3.3% | +4.0% | +1.7% |
| 30D | +8.1% | +12.0% | -3.9% | +11.3% |
| 3M | +2.2% | -15.5% | +17.7% | +2.0% |
| 6M | +14.6% | -49.4% | +64.0% | +8.2% |
| YTD | +42.2% | -49.1% | +91.3% | +37.6% |
| 1Y | +47.3% | -63.7% | +111.0% | +37.5% |
| 3Y | +73.5% | -94.1% | +167.6% | +49.8% |
| 5Y | +54.1% | -99.6% | +153.7% | +8.5% |
| 10Y | +409.0% | -100.0% | +509.0% | +211.3% |
| All | +409.0% | -100.0% | +509.0% | +211.3% |
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