-54.8%
UVXY vs CGNX
+19.2%
-73.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +45.4% | -10.5% | +55.9% | +39.8% |
| 7D | +41.0% | -19.5% | +60.4% | +29.6% |
| 30D | +46.9% | -28.4% | +75.3% | +30.0% |
| 3M | +7.0% | -32.7% | +39.8% | -7.4% |
| 6M | -37.0% | -19.0% | -17.9% | -39.1% |
| YTD | -34.3% | +32.6% | -66.9% | -13.0% |
| 1Y | -54.8% | +18.0% | -72.8% | -50.3% |
| All | -54.8% | +19.2% | -73.9% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 1y: compounded portfolio wealth divided by compounded CGNX 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…
1y analysis · Full analysis span regression · 6 months rolling