+95.2%
CNC vs UVXY
-100.0%
+195.2%
-74.1%
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% | +1.0% |
| 7D | -0.9% | +2.8% | -3.7% | -0.6% |
| 30D | -1.0% | -11.4% | +10.4% | -1.9% |
| 3M | +4.5% | -41.5% | +46.0% | +0.2% |
| 6M | +85.2% | -61.0% | +146.3% | +72.7% |
| YTD | +61.4% | -49.8% | +111.3% | +55.5% |
| 1Y | +94.9% | -66.4% | +161.3% | +82.9% |
| 3Y | 0.0% | -94.8% | +94.8% | -12.6% |
| 5Y | +11.2% | -99.7% | +110.9% | -21.2% |
| All | +95.2% | -100.0% | +195.2% | -3.0% |
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