+69.8%
CB vs VXX
-77.4%
+147.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.9% | +0.4% |
| 7D | -2.8% | +7.2% | -9.9% | -2.5% |
| 30D | -2.4% | -5.8% | +3.4% | -2.6% |
| 3M | +2.8% | -29.0% | +31.8% | +1.5% |
| 6M | +4.8% | -44.0% | +48.8% | +2.5% |
| YTD | +9.2% | -28.7% | +37.8% | +8.2% |
| 1Y | +22.8% | -45.2% | +68.0% | +20.4% |
| All | +69.8% | -77.4% | +147.2% | +60.6% |
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