+1,044.2%
CDNS vs UVXY
-100.0%
+1,144.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.8% | +8.3% | +0.5% |
| 7D | -1.1% | +2.8% | -3.9% | -0.6% |
| 30D | -10.4% | -11.4% | +0.9% | -11.9% |
| 3M | -24.6% | -41.5% | +16.9% | -29.9% |
| 6M | -1.6% | -61.0% | +59.4% | -12.7% |
| YTD | -7.4% | -49.8% | +42.4% | -12.8% |
| 1Y | -18.4% | -66.4% | +48.0% | -26.5% |
| 3Y | +19.0% | -94.8% | +113.7% | +0.2% |
| 5Y | +73.4% | -99.7% | +173.1% | +12.7% |
| All | +1,044.2% | -100.0% | +1,144.2% | +449.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 UVXY 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