-11.1%
CHRW vs VXX
-51.0%
+39.9%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.6% | +9.9% | -1.1% |
| 7D | +4.9% | -4.1% | +9.0% | +4.5% |
| 30D | -4.8% | -0.8% | -4.0% | -4.7% |
| 3M | -13.1% | -19.8% | +6.7% | -16.1% |
| 6M | -16.3% | -40.5% | +24.1% | -24.5% |
| YTD | -15.8% | -35.5% | +19.7% | -20.3% |
| 1Y | -11.1% | -51.1% | +40.0% | -21.6% |
| All | -11.1% | -51.0% | +39.9% | -21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling