+197.7%
CAT vs VXX
-77.4%
+275.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.2% | -4.5% | -0.6% |
| 7D | +0.6% | +7.2% | -6.5% | +2.2% |
| 30D | -4.5% | -5.8% | +1.3% | -5.7% |
| 3M | -5.8% | -29.0% | +23.2% | -11.9% |
| 6M | +12.7% | -44.0% | +56.7% | +1.6% |
| YTD | +41.4% | -28.7% | +70.1% | +35.6% |
| 1Y | +92.1% | -45.2% | +137.2% | +76.8% |
| All | +197.7% | -77.4% | +275.1% | +163.9% |
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