+178.3%
CHRW vs UVXY
-100.0%
+278.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.8% | +7.0% | -0.3% |
| 7D | +3.5% | +2.8% | +0.7% | +3.7% |
| 30D | +4.6% | -11.4% | +16.0% | +3.6% |
| 3M | -19.7% | -41.5% | +21.8% | -23.0% |
| 6M | -12.4% | -61.0% | +48.6% | -17.9% |
| YTD | -3.9% | -49.8% | +45.9% | -7.1% |
| 1Y | +18.4% | -66.4% | +84.8% | +11.9% |
| 3Y | +88.8% | -94.8% | +183.6% | +70.0% |
| 5Y | +93.5% | -99.7% | +193.2% | +50.1% |
| All | +178.3% | -100.0% | +278.3% | +77.6% |
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