+20.2%
CLF vs VXX
-51.0%
+71.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -9.6% | +0.4% | -12.1% |
| 7D | -7.9% | -4.1% | -3.8% | -8.9% |
| 30D | +5.2% | -0.8% | +6.1% | +5.8% |
| 3M | +4.3% | -19.8% | +24.1% | -2.0% |
| 6M | +25.3% | -40.5% | +65.8% | +7.4% |
| YTD | -3.3% | -35.5% | +32.2% | -12.1% |
| 1Y | +20.2% | -51.1% | +71.3% | -0.4% |
| All | +20.2% | -51.0% | +71.3% | -0.4% |
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