+223.2%
CHTR vs UVXY
-100.0%
+323.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.9% |
| 3M | +4.8% | -41.5% | +46.3% | +0.3% |
| 6M | -35.0% | -61.0% | +26.0% | -39.4% |
| YTD | -30.2% | -49.8% | +19.7% | -32.7% |
| 1Y | -44.8% | -66.4% | +21.7% | -48.2% |
| 3Y | -66.6% | -94.8% | +28.2% | -70.1% |
| 5Y | -81.5% | -99.7% | +18.2% | -85.9% |
| 10Y | -44.8% | -100.0% | +55.2% | -68.3% |
| All | +223.2% | -100.0% | +323.2% | +7.5% |
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