-100.0%
UVXY vs CCEP
+236.1%
-336.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.1% | -6.7% | -6.9% |
| 7D | +2.8% | -2.8% | +5.6% | -1.4% |
| 30D | -11.4% | -4.0% | -7.3% | -16.7% |
| 3M | -41.5% | +5.2% | -46.7% | -36.7% |
| 6M | -61.0% | +2.7% | -63.8% | -58.4% |
| YTD | -49.8% | +14.5% | -64.4% | -36.5% |
| 1Y | -66.4% | +17.2% | -83.6% | -55.9% |
| 3Y | -94.8% | +79.3% | -174.1% | -84.7% |
| 5Y | -99.7% | +106.8% | -206.5% | -98.5% |
| All | -100.0% | +236.1% | -336.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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