+41.9%
CMI vs VXX
-51.1%
+93.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +3.0% |
| 7D | -0.7% | -3.5% | +2.8% | -1.7% |
| 30D | -13.4% | -13.6% | +0.2% | -17.1% |
| 3M | -17.0% | -24.6% | +7.6% | -22.9% |
| 6M | -1.6% | -39.9% | +38.2% | -12.9% |
| YTD | +11.0% | -33.1% | +44.0% | +1.3% |
| 1Y | +41.9% | -49.9% | +91.8% | +28.8% |
| All | +41.9% | -51.1% | +93.0% | +28.8% |
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