+49.3%
CCL vs VXX
-78.4%
+127.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.3% | +5.5% | -0.2% |
| 7D | -3.2% | +2.0% | -5.2% | -2.5% |
| 30D | -17.8% | -7.1% | -10.7% | -19.7% |
| 3M | -18.7% | -28.6% | +10.0% | -26.7% |
| 6M | -11.4% | -44.0% | +32.6% | -24.4% |
| YTD | -24.3% | -31.7% | +7.4% | -29.8% |
| 1Y | -28.8% | -46.3% | +17.5% | -37.6% |
| 3Y | +49.3% | -78.3% | +127.6% | +21.4% |
| All | +49.3% | -78.4% | +127.7% | +21.4% |
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 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