+246.3%
CNP vs UVXY
-100.0%
+346.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.1% | +1.3% |
| 7D | +1.6% | -4.7% | +6.4% | +1.3% |
| 30D | -0.8% | -17.1% | +16.3% | -2.1% |
| 3M | -3.6% | -39.9% | +36.4% | -6.7% |
| 6M | -6.9% | -66.9% | +59.9% | -13.2% |
| YTD | +6.4% | -50.1% | +56.5% | +2.9% |
| 1Y | +9.9% | -68.3% | +78.3% | +3.5% |
| 3Y | +53.1% | -95.0% | +148.1% | +37.2% |
| 5Y | +72.0% | -99.7% | +171.6% | +34.0% |
| 10Y | +131.5% | -100.0% | +231.5% | +45.0% |
| All | +246.3% | -100.0% | +346.3% | +34.4% |
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