+88.8%
CHRW vs UVXY
-94.8%
+183.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +3.7% |
| 3M | -19.7% | -41.5% | +21.8% | -22.8% |
| 6M | -12.4% | -61.0% | +48.6% | -17.8% |
| YTD | -3.9% | -49.8% | +45.9% | -7.2% |
| 1Y | +18.4% | -66.4% | +84.8% | +12.1% |
| 3Y | +88.8% | -94.8% | +183.6% | +68.1% |
| All | +88.8% | -94.8% | +183.7% | +68.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling