-69.3%
CPNG vs UVXY
-99.9%
+30.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.8% | +9.8% | +2.1% |
| 7D | -1.1% | +2.8% | -3.9% | -0.6% |
| 30D | -7.4% | -11.4% | +4.0% | -8.8% |
| 3M | -12.3% | -41.5% | +29.2% | -18.5% |
| 6M | -19.4% | -61.0% | +41.6% | -28.0% |
| YTD | -35.9% | -49.8% | +13.9% | -39.5% |
| 1Y | -53.4% | -66.4% | +13.0% | -57.8% |
| 3Y | -20.0% | -94.8% | +74.8% | -34.9% |
| 5Y | -49.6% | -99.7% | +50.1% | -71.0% |
| All | -69.3% | -99.9% | +30.6% | -82.2% |
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