-46.6%
CLF vs VXX
-95.6%
+49.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.3% | +6.2% | +0.6% |
| 7D | -3.5% | +2.0% | -5.5% | -2.8% |
| 30D | -1.6% | -7.1% | +5.5% | -3.7% |
| 3M | -12.0% | -28.6% | +16.6% | -20.6% |
| 6M | +30.0% | -44.0% | +73.9% | +11.0% |
| YTD | -9.2% | -31.7% | +22.5% | -15.9% |
| 1Y | +2.3% | -46.3% | +48.6% | -10.2% |
| 3Y | -14.4% | -78.3% | +63.9% | -29.7% |
| All | -46.6% | -95.6% | +49.0% | -70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling