+35.0%
CAH vs VXX
-51.0%
+86.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -9.6% | +13.2% | +3.2% |
| 7D | +7.0% | -4.1% | +11.1% | +6.9% |
| 30D | +12.4% | -0.8% | +13.2% | +12.3% |
| 3M | +12.2% | -19.8% | +31.9% | +11.4% |
| 6M | +33.2% | -40.5% | +73.7% | +30.7% |
| YTD | +28.4% | -35.5% | +63.9% | +25.1% |
| 1Y | +35.0% | -51.1% | +86.1% | +31.1% |
| All | +35.0% | -51.0% | +86.1% | +31.1% |
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