-100.0%
UVXY vs CLBK
+64.7%
-164.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +0.7% |
| 7D | +2.3% | -1.5% | +3.7% | +0.3% |
| 30D | -15.0% | +6.7% | -21.7% | -6.4% |
| 3M | -39.8% | +21.2% | -61.0% | -20.8% |
| 6M | -60.0% | +42.0% | -102.0% | -31.9% |
| YTD | -48.8% | +63.3% | -112.1% | +9.1% |
| 1Y | -67.3% | +65.4% | -132.7% | -26.5% |
| 3Y | -94.8% | +52.5% | -147.3% | -86.0% |
| 5Y | -99.7% | +42.0% | -141.6% | -99.0% |
| All | -100.0% | +64.7% | -164.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling