-100.0%
UVXY vs CGNX
+193.6%
-293.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +4.1% | -10.9% | -1.9% |
| 7D | +2.8% | +3.2% | -0.4% | +7.1% |
| 30D | -11.4% | +6.0% | -17.4% | -4.4% |
| 3M | -41.5% | +3.5% | -45.1% | -36.9% |
| 6M | -61.0% | +26.3% | -87.3% | -42.4% |
| YTD | -49.8% | +79.2% | -129.1% | +18.3% |
| 1Y | -66.4% | +43.8% | -110.2% | -37.5% |
| 3Y | -94.8% | +52.0% | -146.7% | -82.2% |
| 5Y | -99.7% | -24.0% | -75.7% | -99.4% |
| All | -100.0% | +193.6% | -293.6% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling