+476.5%
CAT vs VXX
-99.0%
+575.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.3% | +6.0% | +0.7% |
| 7D | +0.6% | +2.0% | -1.4% | +1.1% |
| 30D | -4.3% | -7.1% | +2.8% | -5.8% |
| 3M | -8.6% | -28.6% | +20.0% | -14.7% |
| 6M | +16.1% | -44.0% | +60.1% | +4.2% |
| YTD | +43.8% | -31.7% | +75.5% | +36.7% |
| 1Y | +91.5% | -46.3% | +137.8% | +74.6% |
| 3Y | +202.7% | -78.3% | +281.0% | +160.5% |
| 5Y | +335.1% | -95.8% | +431.0% | +183.1% |
| All | +476.5% | -99.0% | +575.5% | +260.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling