+474.4%
CAT vs VXX
-99.0%
+573.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.6% | -0.4% |
| 7D | +2.9% | +1.6% | +1.4% | +3.3% |
| 30D | -2.6% | -9.5% | +6.8% | -4.7% |
| 3M | -10.7% | -27.3% | +16.6% | -16.1% |
| 6M | +16.1% | -43.3% | +59.5% | +4.5% |
| YTD | +43.2% | -30.9% | +74.1% | +36.5% |
| 1Y | +96.8% | -47.2% | +144.0% | +78.8% |
| 3Y | +201.4% | -78.5% | +279.9% | +158.5% |
| 5Y | +332.7% | -95.6% | +428.3% | +184.9% |
| All | +474.4% | -99.0% | +573.3% | +260.0% |
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