-21.9%
CLX vs VXX
-99.0%
+77.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | -1.3% |
| 7D | -5.7% | +2.0% | -7.7% | -5.6% |
| 30D | -17.0% | -7.1% | -9.9% | -17.2% |
| 3M | -9.7% | -28.6% | +19.0% | -10.5% |
| 6M | -19.8% | -44.0% | +24.2% | -21.1% |
| YTD | -9.8% | -31.7% | +21.9% | -10.6% |
| 1Y | -26.2% | -46.3% | +20.2% | -27.3% |
| 3Y | -36.2% | -78.3% | +42.1% | -38.0% |
| 5Y | -38.3% | -95.8% | +57.5% | -42.6% |
| All | -21.9% | -99.0% | +77.1% | -26.4% |
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 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