+0.4%
CMS vs VXX
-51.0%
+51.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -9.6% | +11.0% | +1.6% |
| 7D | +4.1% | -4.1% | +8.2% | +4.1% |
| 30D | +10.9% | -0.8% | +11.7% | +10.8% |
| 3M | -0.2% | -19.8% | +19.5% | 0.0% |
| 6M | -4.7% | -40.5% | +35.8% | -4.7% |
| YTD | +3.9% | -35.5% | +39.4% | +3.4% |
| 1Y | +0.4% | -51.1% | +51.5% | -1.0% |
| All | +0.4% | -51.0% | +51.4% | -1.0% |
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