+60.7%
COP vs VXX
-51.0%
+111.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -9.6% | +4.5% | -4.0% |
| 7D | -8.1% | -4.1% | -4.0% | -7.6% |
| 30D | +6.7% | -0.8% | +7.5% | +6.8% |
| 3M | +16.9% | -19.8% | +36.7% | +19.3% |
| 6M | +11.2% | -40.5% | +51.7% | +15.7% |
| YTD | +49.5% | -35.5% | +85.1% | +59.2% |
| 1Y | +60.7% | -51.1% | +111.8% | +66.8% |
| All | +60.7% | -51.0% | +111.7% | +66.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling