+159.4%
CCJ vs VXX
-78.4%
+237.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | -1.8% |
| 7D | -4.0% | +2.0% | -6.0% | -3.5% |
| 30D | -2.4% | -7.1% | +4.7% | -3.9% |
| 3M | -2.3% | -28.6% | +26.3% | -9.2% |
| 6M | -16.2% | -44.0% | +27.8% | -25.1% |
| YTD | +5.7% | -31.7% | +37.4% | +0.1% |
| 1Y | +21.3% | -46.3% | +67.6% | +10.3% |
| 3Y | +159.4% | -78.3% | +237.7% | +140.9% |
| All | +159.4% | -78.4% | +237.8% | +140.9% |
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