+93.1%
CHRW vs UVXY
-99.6%
+192.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.2% | -3.9% | +1.7% |
| 7D | +4.4% | +11.0% | -6.7% | +5.2% |
| 30D | +5.5% | -8.8% | +14.3% | +4.8% |
| 3M | -17.3% | -41.9% | +24.6% | -20.7% |
| 6M | -12.7% | -61.2% | +48.5% | -18.3% |
| YTD | -4.1% | -46.2% | +42.1% | -6.9% |
| 1Y | +21.2% | -65.2% | +86.4% | +14.8% |
| 3Y | +88.9% | -94.6% | +183.5% | +69.3% |
| 5Y | +93.1% | -99.7% | +192.8% | +47.2% |
| All | +93.1% | -99.6% | +192.7% | +47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling