+69.3%
CNP vs UVXY
-99.6%
+168.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.2% | -6.8% | -1.4% |
| 7D | -2.2% | +11.0% | -13.2% | -1.7% |
| 30D | -2.1% | -8.8% | +6.7% | -2.4% |
| 3M | -7.9% | -41.9% | +34.0% | -10.0% |
| 6M | -8.3% | -61.2% | +52.9% | -11.7% |
| YTD | +3.8% | -46.2% | +50.0% | +2.0% |
| 1Y | +5.9% | -65.2% | +71.1% | +2.4% |
| 3Y | +49.3% | -94.6% | +143.8% | +38.2% |
| 5Y | +69.3% | -99.7% | +168.9% | +35.6% |
| All | +69.3% | -99.6% | +168.9% | +35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling