+153.1%
CB vs VXX
-99.0%
+252.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.5% | -0.4% |
| 7D | -0.7% | +2.0% | -2.7% | -0.4% |
| 30D | -1.2% | -7.1% | +5.9% | -2.1% |
| 3M | +3.8% | -28.6% | +32.4% | -0.8% |
| 6M | +5.8% | -44.0% | +49.7% | -1.8% |
| YTD | +9.4% | -31.7% | +41.1% | +5.1% |
| 1Y | +20.7% | -46.3% | +67.0% | +12.6% |
| 3Y | +70.1% | -78.3% | +148.3% | +49.1% |
| 5Y | +101.4% | -95.8% | +197.2% | +40.1% |
| All | +153.1% | -99.0% | +252.1% | +62.8% |
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