+2,973.9%
CDNS vs UVXY
-100.0%
+3,073.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.2% | -5.0% | +0.8% |
| 7D | -6.5% | +11.0% | -17.6% | -5.2% |
| 30D | -13.0% | -8.8% | -4.2% | -13.9% |
| 3M | -26.0% | -41.9% | +15.9% | -30.5% |
| 6M | -2.8% | -61.2% | +58.3% | -12.1% |
| YTD | -8.8% | -46.2% | +37.4% | -12.4% |
| 1Y | -15.8% | -65.2% | +49.4% | -22.4% |
| 3Y | +19.7% | -94.6% | +114.3% | +4.9% |
| 5Y | +70.8% | -99.7% | +170.4% | +22.4% |
| 10Y | +1,038.0% | -100.0% | +1,138.0% | +506.0% |
| All | +2,973.9% | -100.0% | +3,073.9% | +638.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling