+496.7%
CSX vs UVXY
-100.0%
+596.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.5% | -3.8% | -1.0% |
| 7D | -0.6% | +2.3% | -2.9% | -0.3% |
| 30D | -3.2% | -15.0% | +11.8% | -5.0% |
| 3M | +2.6% | -39.8% | +42.4% | -2.8% |
| 6M | +19.8% | -60.0% | +79.9% | +9.4% |
| YTD | +34.7% | -48.8% | +83.5% | +28.3% |
| 1Y | +52.1% | -67.3% | +119.4% | +39.1% |
| 3Y | +68.4% | -94.8% | +163.3% | +42.8% |
| 5Y | +65.1% | -99.7% | +164.8% | +11.5% |
| 10Y | +496.7% | -100.0% | +596.7% | +220.0% |
| All | +496.7% | -100.0% | +596.7% | +220.0% |
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