+442.0%
CMG vs VXX
-99.0%
+540.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.5% | -0.7% |
| 7D | -2.1% | +2.0% | -4.0% | -1.6% |
| 30D | +10.9% | -7.1% | +18.0% | +9.4% |
| 3M | +15.8% | -28.6% | +44.5% | +9.0% |
| 6M | +6.9% | -44.0% | +50.9% | -3.1% |
| YTD | -2.2% | -31.7% | +29.6% | -6.8% |
| 1Y | -7.1% | -46.3% | +39.3% | -14.7% |
| 3Y | -7.1% | -78.3% | +71.1% | -20.1% |
| 5Y | -4.8% | -95.8% | +91.0% | -36.6% |
| All | +442.0% | -99.0% | +540.9% | +225.9% |
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 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