+127.6%
CTSH vs UVXY
-100.0%
+227.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.3% | -3.5% |
| 7D | -2.7% | -5.0% | +2.3% | -3.2% |
| 30D | +12.4% | -20.5% | +32.9% | +9.6% |
| 3M | +17.4% | -36.6% | +53.9% | +12.0% |
| 6M | -3.1% | -56.9% | +53.8% | -10.3% |
| YTD | -23.6% | -51.2% | +27.6% | -27.6% |
| 1Y | -10.8% | -69.8% | +59.0% | -19.0% |
| 3Y | -8.3% | -95.1% | +86.8% | -21.5% |
| 5Y | -11.3% | -99.7% | +88.3% | -36.8% |
| 10Y | +22.6% | -100.0% | +122.6% | -37.4% |
| All | +127.6% | -100.0% | +227.6% | -51.8% |
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