+266.2%
CMI vs VXX
-99.0%
+365.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.3% | +5.5% | +0.4% |
| 7D | -0.7% | +2.0% | -2.7% | -0.3% |
| 30D | -12.4% | -7.1% | -5.3% | -13.6% |
| 3M | -14.8% | -28.6% | +13.9% | -19.7% |
| 6M | +0.8% | -44.0% | +44.8% | -8.3% |
| YTD | +10.2% | -31.7% | +41.9% | +5.5% |
| 1Y | +37.4% | -46.3% | +83.8% | +27.0% |
| 3Y | +153.3% | -78.3% | +231.5% | +122.4% |
| 5Y | +167.6% | -95.8% | +263.4% | +86.4% |
| All | +266.2% | -99.0% | +365.1% | +137.7% |
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