+3,021.1%
CLS vs VXX
-98.9%
+3,120.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.2% | -5.7% | -1.6% |
| 7D | +5.0% | +7.2% | -2.2% | +7.2% |
| 30D | +4.8% | -5.8% | +10.6% | +3.1% |
| 3M | -10.4% | -29.0% | +18.6% | -18.0% |
| 6M | +20.8% | -44.0% | +64.8% | +5.2% |
| YTD | +10.0% | -28.7% | +38.7% | +4.6% |
| 1Y | +28.5% | -45.2% | +73.7% | +15.8% |
| 3Y | +1,292.2% | -77.8% | +1,370.0% | +1,136.4% |
| 5Y | +3,616.8% | -95.6% | +3,712.4% | +2,365.7% |
| All | +3,021.1% | -98.9% | +3,120.0% | +1,680.7% |
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