+10.9%
CMG vs VXX
-51.0%
+61.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -9.6% | +15.5% | +3.7% |
| 7D | +22.5% | -4.1% | +26.6% | +21.6% |
| 30D | +14.1% | -0.8% | +14.9% | +14.2% |
| 3M | +4.1% | -19.8% | +23.9% | -0.8% |
| 6M | +10.1% | -40.5% | +50.6% | -2.5% |
| YTD | -4.9% | -35.5% | +30.7% | -11.8% |
| 1Y | +10.9% | -51.1% | +62.0% | -4.0% |
| All | +10.9% | -51.0% | +61.9% | -4.0% |
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 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