-44.9%
CAG vs VXX
-99.0%
+54.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | -0.9% |
| 7D | -5.7% | +2.0% | -7.7% | -5.6% |
| 30D | -2.4% | -7.1% | +4.7% | -2.8% |
| 3M | +9.8% | -28.6% | +38.4% | +7.9% |
| 6M | -10.8% | -44.0% | +33.1% | -13.3% |
| YTD | -10.8% | -31.7% | +20.9% | -12.1% |
| 1Y | -19.0% | -46.3% | +27.4% | -21.1% |
| 3Y | -39.7% | -78.3% | +38.6% | -42.8% |
| 5Y | -43.0% | -95.8% | +52.8% | -51.0% |
| All | -44.9% | -99.0% | +54.1% | -54.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling