-100.0%
UVXY vs CCEP
+833.2%
-933.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.5% | +3.7% |
| 7D | -4.7% | -1.0% | -3.8% | -6.5% |
| 30D | -17.1% | -1.6% | -15.5% | -19.9% |
| 3M | -39.9% | +11.9% | -51.8% | -25.8% |
| 6M | -66.9% | +7.5% | -74.3% | -61.0% |
| YTD | -50.1% | +18.7% | -68.8% | -29.0% |
| 1Y | -68.3% | +21.4% | -89.7% | -53.0% |
| 3Y | -95.0% | +89.1% | -184.1% | -79.3% |
| 5Y | -99.7% | +108.7% | -208.4% | -97.7% |
| 10Y | -100.0% | +241.0% | -341.0% | -100.0% |
| All | -100.0% | +833.2% | -933.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling