+421.5%
CARR vs VXX
-99.6%
+521.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.3% | +5.7% | +0.5% |
| 7D | -3.8% | +2.0% | -5.7% | -3.3% |
| 30D | -8.9% | -7.1% | -1.8% | -10.2% |
| 3M | -17.3% | -28.6% | +11.3% | -22.7% |
| 6M | -1.4% | -44.0% | +42.6% | -11.3% |
| YTD | +10.0% | -31.7% | +41.7% | +4.4% |
| 1Y | -6.4% | -46.3% | +40.0% | -14.6% |
| 3Y | +1.5% | -78.3% | +79.8% | -12.2% |
| 5Y | +9.3% | -95.8% | +105.1% | -27.2% |
| All | +421.5% | -99.6% | +521.1% | +144.1% |
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 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