+132.5%
CNP vs UVXY
-100.0%
+232.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.8% | +6.8% | -0.5% |
| 7D | -1.4% | +2.8% | -4.2% | -1.2% |
| 30D | -2.9% | -11.4% | +8.4% | -3.7% |
| 3M | -7.5% | -41.5% | +34.0% | -10.9% |
| 6M | -7.9% | -61.0% | +53.2% | -13.4% |
| YTD | +3.7% | -49.8% | +53.6% | +0.2% |
| 1Y | +4.6% | -66.4% | +71.0% | -1.4% |
| 3Y | +49.1% | -94.8% | +143.9% | +32.7% |
| 5Y | +69.2% | -99.7% | +168.9% | +26.1% |
| All | +132.5% | -100.0% | +232.5% | +36.0% |
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