+24.5%
CMS vs VXX
-95.6%
+120.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | -0.9% |
| 7D | -1.9% | +2.0% | -3.9% | -1.8% |
| 30D | -4.1% | -7.1% | +3.0% | -4.3% |
| 3M | -7.1% | -28.6% | +21.6% | -8.1% |
| 6M | -10.1% | -44.0% | +33.9% | -11.7% |
| YTD | -1.7% | -31.7% | +30.0% | -2.7% |
| 1Y | -3.4% | -46.3% | +43.0% | -5.1% |
| 3Y | +31.6% | -78.3% | +109.8% | +26.1% |
| All | +24.5% | -95.6% | +120.1% | +9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling