+65.5%
CSX vs UVXY
-99.7%
+165.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.3% | -3.1% | -0.6% |
| 7D | +0.6% | -4.7% | +5.3% | +0.2% |
| 30D | -2.3% | -17.1% | +14.8% | -3.9% |
| 3M | +4.3% | -39.9% | +44.2% | -0.2% |
| 6M | +23.4% | -66.9% | +90.2% | +12.6% |
| YTD | +36.4% | -50.1% | +86.5% | +30.8% |
| 1Y | +53.0% | -68.3% | +121.4% | +41.9% |
| 3Y | +70.6% | -95.0% | +165.6% | +48.0% |
| 5Y | +65.5% | -99.7% | +165.1% | +15.6% |
| All | +65.5% | -99.7% | +165.1% | +15.6% |
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