+3,225.8%
CLS vs VXX
-99.0%
+3,324.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -4.3% | +10.8% | +5.3% |
| 7D | +10.9% | +2.0% | +9.0% | +11.7% |
| 30D | +2.1% | -7.1% | +9.2% | +0.1% |
| 3M | -10.2% | -28.6% | +18.4% | -17.7% |
| 6M | +30.4% | -44.0% | +74.4% | +13.6% |
| YTD | +17.2% | -31.7% | +49.0% | +10.1% |
| 1Y | +41.0% | -46.3% | +87.4% | +26.4% |
| 3Y | +1,338.0% | -78.3% | +1,416.2% | +1,168.9% |
| 5Y | +3,860.6% | -95.8% | +3,956.4% | +2,495.5% |
| All | +3,225.8% | -99.0% | +3,324.8% | +1,774.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling