+2.3%
CLF vs VXX
-46.7%
+49.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.3% | +6.2% | +0.3% |
| 7D | -3.5% | +2.0% | -5.5% | -2.7% |
| 30D | -1.6% | -7.1% | +5.5% | -4.1% |
| 3M | -12.0% | -28.6% | +16.6% | -22.7% |
| 6M | +30.0% | -44.0% | +73.9% | +6.6% |
| YTD | -9.2% | -31.7% | +22.5% | -16.5% |
| 1Y | +2.3% | -46.3% | +48.6% | -14.2% |
| All | +2.3% | -46.7% | +49.0% | -14.2% |
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