+147.3%
CDE vs VXX
-99.0%
+246.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.3% | +5.5% | +0.1% |
| 7D | -3.1% | +2.0% | -5.1% | -2.6% |
| 30D | +9.5% | -7.1% | +16.6% | +7.8% |
| 3M | +25.5% | -28.6% | +54.1% | +17.1% |
| 6M | -7.9% | -44.0% | +36.1% | -17.3% |
| YTD | +15.6% | -31.7% | +47.3% | +10.4% |
| 1Y | +34.0% | -46.3% | +80.4% | +22.5% |
| 3Y | +791.9% | -78.3% | +870.2% | +680.8% |
| 5Y | +197.7% | -95.8% | +293.6% | +99.0% |
| All | +147.3% | -99.0% | +246.3% | +40.6% |
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