+957.2%
CSX vs UVXY
-100.0%
+1,057.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.4% | -3.4% | +1.5% |
| 7D | +3.1% | -26.5% | +29.6% | -0.1% |
| 30D | +9.7% | +8.8% | +0.9% | +12.6% |
| 3M | +4.9% | -14.7% | +19.6% | +4.9% |
| 6M | +18.4% | -51.5% | +69.8% | +11.7% |
| YTD | +45.9% | -51.7% | +97.6% | +40.7% |
| 1Y | +50.0% | -65.7% | +115.6% | +39.8% |
| 3Y | +78.0% | -94.4% | +172.4% | +55.0% |
| 5Y | +59.2% | -99.5% | +158.7% | +17.2% |
| 10Y | +421.4% | -100.0% | +521.4% | +173.6% |
| All | +957.2% | -100.0% | +1,057.2% | +116.5% |
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