-58.1%
CLSK vs VXX
-51.0%
-7.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -9.6% | -6.9% | -23.1% |
| 7D | -20.7% | -4.1% | -16.6% | -23.1% |
| 30D | -45.5% | -0.8% | -44.7% | -44.9% |
| 3M | -52.0% | -19.8% | -32.2% | -57.7% |
| 6M | -47.0% | -40.5% | -6.5% | -60.2% |
| YTD | -32.8% | -35.5% | +2.7% | -43.2% |
| 1Y | -58.1% | -51.1% | -7.0% | -71.9% |
| All | -58.1% | -51.0% | -7.0% | -71.9% |
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