+415.5%
CNQ vs UVXY
-100.0%
+515.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.8% | +6.2% | -1.5% |
| 7D | +0.1% | +2.8% | -2.7% | +0.6% |
| 30D | +6.2% | -11.4% | +17.6% | +4.5% |
| 3M | +12.4% | -41.5% | +53.9% | +4.3% |
| 6M | +9.0% | -61.0% | +70.1% | -3.7% |
| YTD | +52.2% | -49.8% | +102.1% | +41.7% |
| 1Y | +65.0% | -66.4% | +131.5% | +46.7% |
| 3Y | +78.8% | -94.8% | +173.6% | +43.4% |
| 5Y | +286.0% | -99.7% | +385.7% | +126.7% |
| All | +415.5% | -100.0% | +515.5% | +118.3% |
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