+212.4%
CHRW vs UVXY
-100.0%
+312.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.6% | +1.8% |
| 7D | +1.9% | -4.7% | +6.7% | +1.6% |
| 30D | +0.9% | -17.1% | +18.0% | -0.5% |
| 3M | -19.9% | -39.9% | +20.1% | -22.8% |
| 6M | -15.8% | -66.9% | +51.1% | -21.7% |
| YTD | -5.6% | -50.1% | +44.5% | -8.6% |
| 1Y | +21.0% | -68.3% | +89.4% | +14.2% |
| 3Y | +86.0% | -95.0% | +181.0% | +68.0% |
| 5Y | +88.6% | -99.7% | +188.3% | +49.6% |
| 10Y | +169.3% | -100.0% | +269.3% | +71.1% |
| All | +212.4% | -100.0% | +312.4% | +3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling