+19.9%
CAVA vs VXX
-51.0%
+70.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -9.6% | +12.4% | -0.2% |
| 7D | +14.2% | -4.1% | +18.4% | +13.2% |
| 30D | +14.6% | -0.8% | +15.4% | +14.8% |
| 3M | -2.3% | -19.8% | +17.5% | -8.1% |
| 6M | -30.5% | -40.5% | +10.0% | -41.0% |
| YTD | +5.6% | -35.5% | +41.2% | -2.5% |
| 1Y | +19.9% | -51.1% | +71.0% | -2.1% |
| All | +19.9% | -51.0% | +70.9% | -2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling