+40.8%
CI vs VXX
-99.0%
+139.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | -0.7% |
| 7D | -0.1% | +2.0% | -2.0% | +0.2% |
| 30D | +1.8% | -7.1% | +8.9% | +0.7% |
| 3M | -4.2% | -28.6% | +24.4% | -8.5% |
| 6M | +8.8% | -44.0% | +52.8% | +0.9% |
| YTD | +3.7% | -31.7% | +35.5% | -0.3% |
| 1Y | -6.1% | -46.3% | +40.2% | -12.3% |
| 3Y | +4.5% | -78.3% | +82.7% | -9.1% |
| 5Y | +50.5% | -95.8% | +146.4% | +2.3% |
| All | +40.8% | -99.0% | +139.7% | -12.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling