-100.0%
UVXY vs CLBK
+65.5%
-165.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.1% | -6.7% | -6.9% |
| 7D | +2.8% | -1.5% | +4.2% | +0.7% |
| 30D | -11.4% | -1.0% | -10.3% | -12.5% |
| 3M | -41.5% | +22.9% | -64.4% | -21.5% |
| 6M | -61.0% | +44.2% | -105.3% | -32.2% |
| YTD | -49.8% | +64.0% | -113.8% | +7.6% |
| 1Y | -66.4% | +65.7% | -132.1% | -24.5% |
| 3Y | -94.8% | +54.1% | -148.8% | -85.6% |
| 5Y | -99.7% | +44.7% | -144.4% | -99.1% |
| All | -100.0% | +65.5% | -165.5% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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