-81.6%
CHTR vs VXX
-95.6%
+14.0%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.3% | +8.0% | +3.1% |
| 7D | -4.1% | +2.0% | -6.1% | -3.8% |
| 30D | -3.0% | -7.1% | +4.1% | -3.8% |
| 3M | +4.8% | -28.6% | +33.4% | +0.3% |
| 6M | -35.0% | -44.0% | +9.0% | -39.4% |
| YTD | -30.2% | -31.7% | +1.6% | -32.6% |
| 1Y | -44.8% | -46.3% | +1.6% | -48.1% |
| 3Y | -66.6% | -78.3% | +11.7% | -70.1% |
| All | -81.6% | -95.6% | +14.0% | -86.2% |
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