+1,338.0%
CLS vs VXX
-78.4%
+1,416.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -4.3% | +10.8% | +4.8% |
| 7D | +10.9% | +2.0% | +9.0% | +12.0% |
| 30D | +2.1% | -7.1% | +9.2% | -0.6% |
| 3M | -10.2% | -28.6% | +18.4% | -20.1% |
| 6M | +30.4% | -44.0% | +74.4% | +8.3% |
| YTD | +17.2% | -31.7% | +49.0% | +7.3% |
| 1Y | +41.0% | -46.3% | +87.4% | +21.1% |
| 3Y | +1,338.0% | -78.3% | +1,416.2% | +1,137.2% |
| All | +1,338.0% | -78.4% | +1,416.4% | +1,137.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling