+173.8%
CAH vs VXX
-78.4%
+252.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | -0.8% |
| 7D | -5.1% | +2.0% | -7.1% | -5.0% |
| 30D | +0.2% | -7.1% | +7.3% | -0.2% |
| 3M | +6.3% | -28.6% | +34.9% | +4.6% |
| 6M | +9.4% | -44.0% | +53.4% | +6.5% |
| YTD | +15.0% | -31.7% | +46.7% | +13.3% |
| 1Y | +55.4% | -46.3% | +101.8% | +51.6% |
| 3Y | +173.8% | -78.3% | +252.1% | +158.9% |
| All | +173.8% | -78.4% | +252.2% | +158.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling