+43.1%
COF vs VXX
-95.6%
+138.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | -0.6% |
| 7D | -5.1% | +2.0% | -7.1% | -4.6% |
| 30D | -6.0% | -7.1% | +1.1% | -7.7% |
| 3M | +14.8% | -28.6% | +43.5% | +5.8% |
| 6M | +15.3% | -44.0% | +59.3% | +1.1% |
| YTD | -13.0% | -31.7% | +18.7% | -18.3% |
| 1Y | -5.7% | -46.3% | +40.6% | -15.4% |
| 3Y | +118.1% | -78.3% | +196.4% | +81.7% |
| All | +43.1% | -95.6% | +138.8% | -16.1% |
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