-0.2%
CCI vs VXX
-99.0%
+98.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.3% | +6.7% | +1.9% |
| 7D | -0.3% | +2.0% | -2.3% | 0.0% |
| 30D | +2.2% | -7.1% | +9.3% | +1.5% |
| 3M | -16.9% | -28.6% | +11.8% | -19.7% |
| 6M | -11.5% | -44.0% | +32.4% | -16.3% |
| YTD | -12.8% | -31.7% | +18.9% | -15.3% |
| 1Y | -17.1% | -46.3% | +29.3% | -21.1% |
| 3Y | -9.6% | -78.3% | +68.6% | -18.1% |
| 5Y | -48.9% | -95.8% | +46.9% | -60.7% |
| All | -0.2% | -99.0% | +98.8% | -28.6% |
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 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