-44.1%
CHTR vs VXX
-36.4%
-7.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +30.1% | -25.5% | +5.4% |
| 7D | +15.5% | +27.5% | -12.0% | +16.1% |
| 30D | +15.9% | +32.5% | -16.7% | +16.9% |
| 3M | -17.8% | +8.2% | -26.1% | -18.6% |
| 6M | -20.5% | -22.7% | +2.2% | -24.1% |
| YTD | -39.7% | -16.1% | -23.6% | -40.2% |
| 1Y | -44.1% | -34.0% | -10.1% | -46.0% |
| All | -44.1% | -36.4% | -7.7% | -46.0% |
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