+151.1%
CB vs VXX
-99.0%
+250.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -3.0% | -1.2% |
| 7D | -0.6% | -3.0% | +2.4% | -1.0% |
| 30D | -3.9% | -11.5% | +7.6% | -5.5% |
| 3M | +4.9% | -27.3% | +32.3% | +0.6% |
| 6M | +3.3% | -49.6% | +52.8% | -5.4% |
| YTD | +8.5% | -32.0% | +40.5% | +4.2% |
| 1Y | +22.1% | -48.3% | +70.4% | +13.3% |
| 3Y | +70.1% | -78.9% | +149.0% | +48.4% |
| 5Y | +97.4% | -95.6% | +193.0% | +38.9% |
| All | +151.1% | -99.0% | +250.1% | +61.4% |
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