+93.1%
CHRW vs VXX
-99.0%
+192.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.5% | -0.3% |
| 7D | +3.5% | +2.0% | +1.5% | +3.8% |
| 30D | +4.6% | -7.1% | +11.7% | +3.6% |
| 3M | -19.7% | -28.6% | +8.9% | -23.1% |
| 6M | -12.4% | -44.0% | +31.6% | -18.2% |
| YTD | -3.9% | -31.7% | +27.8% | -7.1% |
| 1Y | +18.4% | -46.3% | +64.7% | +11.7% |
| 3Y | +88.8% | -78.3% | +167.1% | +70.5% |
| 5Y | +93.5% | -95.8% | +189.4% | +47.4% |
| All | +93.1% | -99.0% | +192.1% | +37.8% |
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 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