-35.0%
CHTR vs UVXY
-62.8%
+27.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -6.8% | +10.5% | +3.1% |
| 7D | -4.1% | +2.8% | -6.9% | -3.8% |
| 30D | -3.0% | -11.4% | +8.4% | -3.7% |
| 3M | +4.8% | -41.5% | +46.3% | +0.3% |
| 6M | -35.0% | -61.0% | +26.0% | -40.1% |
| All | -35.0% | -62.8% | +27.7% | -40.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling