+25.2%
COP vs VXX
-78.4%
+103.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.5% | -0.2% |
| 7D | +2.3% | +2.0% | +0.3% | +2.5% |
| 30D | +8.6% | -7.1% | +15.7% | +7.9% |
| 3M | +19.9% | -28.6% | +48.5% | +16.3% |
| 6M | +19.0% | -44.0% | +63.0% | +13.0% |
| YTD | +50.0% | -31.7% | +81.7% | +46.5% |
| 1Y | +50.5% | -46.3% | +96.9% | +43.7% |
| 3Y | +25.2% | -78.3% | +103.5% | +18.0% |
| All | +25.2% | -78.4% | +103.6% | +18.0% |
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