+93.7%
CMS vs VXX
-99.0%
+192.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | -1.0% |
| 7D | -1.9% | +2.0% | -3.9% | -1.8% |
| 30D | -4.1% | -7.1% | +3.0% | -4.5% |
| 3M | -7.1% | -28.6% | +21.6% | -8.8% |
| 6M | -10.1% | -44.0% | +33.9% | -12.9% |
| YTD | -1.7% | -31.7% | +30.0% | -3.4% |
| 1Y | -3.4% | -46.3% | +43.0% | -6.2% |
| 3Y | +31.6% | -78.3% | +109.8% | +24.3% |
| 5Y | +23.3% | -95.8% | +119.1% | +5.2% |
| All | +93.7% | -99.0% | +192.7% | +56.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling