+37.6%
CL vs VXX
-99.0%
+136.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.3% | +3.0% | -1.5% |
| 7D | -2.2% | +2.0% | -4.2% | -2.1% |
| 30D | -6.0% | -7.1% | +1.1% | -6.4% |
| 3M | -2.3% | -28.6% | +26.3% | -4.4% |
| 6M | -2.0% | -44.0% | +42.0% | -5.4% |
| YTD | +11.8% | -31.7% | +43.6% | +9.7% |
| 1Y | +5.8% | -46.3% | +52.2% | +2.4% |
| 3Y | +25.9% | -78.3% | +104.2% | +17.9% |
| 5Y | +26.9% | -95.8% | +122.8% | +4.9% |
| All | +37.6% | -99.0% | +136.6% | +7.5% |
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