-94.8%
UVXY vs CLBK
+52.2%
-147.0%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.1% | -6.7% | -6.9% |
| 7D | +2.8% | -1.5% | +4.2% | +1.0% |
| 30D | -11.4% | -1.0% | -10.3% | -12.4% |
| 3M | -41.5% | +22.9% | -64.4% | -24.2% |
| 6M | -61.0% | +44.2% | -105.3% | -36.2% |
| YTD | -49.8% | +64.0% | -113.8% | -0.9% |
| 1Y | -66.4% | +65.7% | -132.1% | -30.5% |
| 3Y | -94.8% | +54.1% | -148.8% | -86.1% |
| All | -94.8% | +52.2% | -147.0% | -86.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling