+18.8%
CLF vs VXX
-51.1%
+69.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +2.0% |
| 7D | +7.6% | -3.5% | +11.1% | +6.2% |
| 30D | -1.2% | -13.6% | +12.4% | -6.5% |
| 3M | -13.4% | -24.6% | +11.2% | -21.6% |
| 6M | +15.4% | -39.9% | +55.3% | -1.1% |
| YTD | -5.9% | -33.1% | +27.2% | -14.2% |
| 1Y | +18.8% | -49.9% | +68.7% | +0.1% |
| All | +18.8% | -51.1% | +69.9% | +0.1% |
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