+37.8%
CHYM vs VXX
-46.7%
+84.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.3% | +5.3% | -1.1% |
| 7D | -2.3% | +2.0% | -4.2% | -1.2% |
| 30D | +4.4% | -7.1% | +11.5% | +1.3% |
| 3M | +91.3% | -28.6% | +119.9% | +65.7% |
| 6M | +44.0% | -44.0% | +88.0% | +14.3% |
| YTD | +31.1% | -31.7% | +62.8% | +19.4% |
| 1Y | +37.8% | -46.3% | +84.2% | +15.1% |
| All | +37.8% | -46.7% | +84.5% | +15.1% |
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