+22.2%
CTSH vs UVXY
-100.0%
+122.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.8% | +9.7% | +2.1% |
| 7D | -3.7% | +2.8% | -6.5% | -3.3% |
| 30D | +3.7% | -11.4% | +15.1% | +2.5% |
| 3M | +17.9% | -41.5% | +59.4% | +11.2% |
| 6M | -2.6% | -61.0% | +58.4% | -11.4% |
| YTD | -26.4% | -49.8% | +23.4% | -30.1% |
| 1Y | -13.0% | -66.4% | +53.4% | -20.1% |
| 3Y | -11.2% | -94.8% | +83.6% | -23.9% |
| 5Y | -14.3% | -99.7% | +85.4% | -40.9% |
| All | +22.2% | -100.0% | +122.2% | -33.2% |
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 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