+896.9%
CSX vs UVXY
-100.0%
+996.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.9% |
| 7D | -3.4% | -5.0% | +1.6% | -3.9% |
| 30D | -3.1% | -20.5% | +17.5% | -5.5% |
| 3M | +7.2% | -36.6% | +43.7% | +2.4% |
| 6M | +16.2% | -56.9% | +73.1% | +8.0% |
| YTD | +37.5% | -51.2% | +88.8% | +30.6% |
| 1Y | +53.2% | -69.8% | +123.0% | +39.4% |
| 3Y | +68.2% | -95.1% | +163.3% | +43.7% |
| 5Y | +65.2% | -99.7% | +164.9% | +16.1% |
| 10Y | +504.1% | -100.0% | +604.1% | +209.2% |
| All | +896.9% | -100.0% | +996.9% | +100.9% |
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