+96.6%
CMS vs VXX
-99.0%
+195.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -0.8% |
| 7D | +0.2% | +1.6% | -1.4% | +0.3% |
| 30D | -1.3% | -9.5% | +8.2% | -1.9% |
| 3M | -5.4% | -27.3% | +21.9% | -7.1% |
| 6M | -10.3% | -43.3% | +33.0% | -13.1% |
| YTD | -0.2% | -30.9% | +30.6% | -1.8% |
| 1Y | -0.9% | -47.2% | +46.3% | -3.8% |
| 3Y | +34.0% | -78.5% | +112.5% | +26.4% |
| 5Y | +23.6% | -95.6% | +119.2% | +5.8% |
| All | +96.6% | -99.0% | +195.6% | +58.7% |
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