+189.0%
CDE vs VXX
-95.6%
+284.6%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.3% | +5.5% | 0.0% |
| 7D | -3.1% | +2.0% | -5.1% | -2.5% |
| 30D | +9.5% | -7.1% | +16.6% | +7.6% |
| 3M | +25.5% | -28.6% | +54.1% | +16.2% |
| 6M | -7.9% | -44.0% | +36.1% | -18.2% |
| YTD | +15.6% | -31.7% | +47.3% | +9.6% |
| 1Y | +34.0% | -46.3% | +80.4% | +21.4% |
| 3Y | +791.9% | -78.3% | +870.2% | +674.5% |
| All | +189.0% | -95.6% | +284.6% | +83.8% |
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