-44.0%
CLSK vs VXX
-99.0%
+55.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -4.3% | +11.1% | +5.2% |
| 7D | +7.7% | +2.0% | +5.7% | +8.7% |
| 30D | +12.2% | -7.1% | +19.3% | +9.8% |
| 3M | -15.5% | -28.6% | +13.2% | -23.8% |
| 6M | +39.3% | -44.0% | +83.3% | +18.7% |
| YTD | +35.1% | -31.7% | +66.8% | +27.0% |
| 1Y | +34.0% | -46.3% | +80.4% | +19.1% |
| 3Y | +226.3% | -78.3% | +304.5% | +193.6% |
| 5Y | +6.4% | -95.8% | +102.2% | -26.7% |
| All | -44.0% | -99.0% | +55.0% | -67.0% |
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