+40.1%
CL vs VXX
-99.0%
+139.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.3% |
| 7D | -1.4% | -3.0% | +1.7% | -1.6% |
| 30D | -5.2% | -11.5% | +6.3% | -6.0% |
| 3M | +3.3% | -27.3% | +30.7% | +1.2% |
| 6M | -4.4% | -49.6% | +45.2% | -8.3% |
| YTD | +13.9% | -32.0% | +46.0% | +11.7% |
| 1Y | +7.6% | -48.3% | +56.0% | +3.8% |
| 3Y | +29.6% | -78.9% | +108.4% | +21.0% |
| 5Y | +28.1% | -95.6% | +123.6% | +6.5% |
| All | +40.1% | -99.0% | +139.1% | +9.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling