+918.5%
CSX vs UVXY
-100.0%
+1,018.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -20.2% | +23.0% | +0.5% |
| 7D | -2.2% | -5.6% | +3.4% | -1.5% |
| 30D | +6.8% | +12.8% | -6.0% | +10.0% |
| 3M | +0.7% | -14.8% | +15.5% | +0.6% |
| 6M | +13.3% | -49.0% | +62.3% | +7.4% |
| YTD | +40.5% | -48.8% | +89.3% | +36.4% |
| 1Y | +44.7% | -66.4% | +111.1% | +34.5% |
| 3Y | +74.5% | -94.4% | +168.9% | +51.7% |
| 5Y | +52.0% | -99.5% | +151.5% | +11.8% |
| 10Y | +412.6% | -100.0% | +512.6% | +170.6% |
| All | +918.5% | -100.0% | +1,018.5% | +109.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling