+97.4%
CB vs VXX
-95.6%
+193.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | -0.4% |
| 7D | -1.0% | +2.0% | -3.0% | -0.8% |
| 30D | -1.5% | -7.1% | +5.6% | -2.0% |
| 3M | +3.5% | -28.6% | +32.1% | +1.0% |
| 6M | +5.4% | -44.0% | +49.4% | +1.3% |
| YTD | +9.0% | -31.7% | +40.8% | +6.8% |
| 1Y | +20.3% | -46.3% | +66.6% | +15.9% |
| 3Y | +69.5% | -78.3% | +147.8% | +56.7% |
| All | +97.4% | -95.6% | +193.0% | +51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling