+41.1%
CLS vs VXX
-51.1%
+92.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +1.1% |
| 7D | +4.6% | -3.5% | +8.1% | +3.0% |
| 30D | -13.9% | -13.6% | -0.3% | -19.4% |
| 3M | -26.6% | -24.6% | -2.0% | -34.0% |
| 6M | +15.4% | -39.9% | +55.3% | -3.8% |
| YTD | +5.7% | -33.1% | +38.7% | -6.7% |
| 1Y | +41.1% | -49.9% | +91.0% | +18.5% |
| All | +41.1% | -51.1% | +92.2% | +18.5% |
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