+61.8%
CLF vs VXX
-99.0%
+160.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.4% | -1.0% |
| 7D | -2.7% | +1.6% | -4.2% | -2.1% |
| 30D | -3.2% | -9.5% | +6.2% | -6.3% |
| 3M | -5.0% | -27.3% | +22.3% | -13.9% |
| 6M | +26.6% | -43.3% | +69.9% | +7.6% |
| YTD | -9.0% | -30.9% | +21.9% | -15.7% |
| 1Y | +11.8% | -47.2% | +59.0% | -3.0% |
| 3Y | -15.1% | -78.5% | +63.4% | -31.5% |
| 5Y | -48.2% | -95.6% | +47.4% | -71.3% |
| All | +61.8% | -99.0% | +160.8% | -23.1% |
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 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