-43.5%
CAG vs VXX
-95.6%
+52.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | -0.8% |
| 7D | -5.7% | +2.0% | -7.7% | -5.6% |
| 30D | -2.4% | -7.1% | +4.7% | -2.5% |
| 3M | +9.8% | -28.6% | +38.4% | +9.1% |
| 6M | -10.8% | -44.0% | +33.1% | -11.8% |
| YTD | -10.8% | -31.7% | +20.9% | -11.3% |
| 1Y | -19.0% | -46.3% | +27.4% | -19.8% |
| 3Y | -39.7% | -78.3% | +38.6% | -41.5% |
| All | -43.5% | -95.6% | +52.1% | -48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling