-99.7%
UVXY vs CNI
+12.6%
-112.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.9% | -7.7% | -5.0% |
| 7D | +2.8% | -0.4% | +3.2% | +2.2% |
| 30D | -11.4% | -2.7% | -8.7% | -15.7% |
| 3M | -41.5% | +3.9% | -45.4% | -37.4% |
| 6M | -61.0% | +16.4% | -77.4% | -45.4% |
| YTD | -49.8% | +25.8% | -75.7% | -15.0% |
| 1Y | -66.4% | +32.4% | -98.8% | -35.4% |
| 3Y | -94.8% | +19.1% | -113.8% | -89.1% |
| All | -99.7% | +12.6% | -112.3% | -99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 5y: compounded portfolio wealth divided by compounded CNI 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…
5y analysis · Full analysis span regression · 6 months rolling