-11.8%
CAG vs VXX
-51.1%
+39.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -0.9% |
| 7D | -3.8% | -3.5% | -0.3% | -3.7% |
| 30D | +3.1% | -13.6% | +16.7% | +3.7% |
| 3M | +23.5% | -24.6% | +48.1% | +24.6% |
| 6M | -14.8% | -39.9% | +25.0% | -13.7% |
| YTD | -5.4% | -33.1% | +27.6% | -4.2% |
| 1Y | -11.8% | -49.9% | +38.1% | -12.7% |
| All | -11.8% | -51.1% | +39.3% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 1y: compounded portfolio wealth divided by compounded VXX 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…
1y analysis · Full analysis span regression · 6 months rolling