+32.6%
CMS vs VXX
-77.4%
+110.0%
-14.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.9% | -0.7% |
| 7D | -1.3% | +7.2% | -8.5% | -1.2% |
| 30D | -2.8% | -5.8% | +3.0% | -2.9% |
| 3M | -7.1% | -29.0% | +21.9% | -7.6% |
| 6M | -10.0% | -44.0% | +34.0% | -10.8% |
| YTD | -0.9% | -28.7% | +27.7% | -1.3% |
| 1Y | -2.0% | -45.2% | +43.2% | -2.8% |
| All | +32.6% | -77.4% | +110.0% | +27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling