+205.2%
COP vs VXX
-98.9%
+304.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | +1.1% |
| 7D | +1.0% | +7.2% | -6.2% | +2.5% |
| 30D | +9.6% | -5.8% | +15.4% | +8.2% |
| 3M | +15.0% | -29.0% | +44.1% | +6.9% |
| 6M | +21.8% | -44.0% | +65.7% | +7.8% |
| YTD | +49.6% | -28.7% | +78.3% | +41.1% |
| 1Y | +49.9% | -45.2% | +95.1% | +34.5% |
| 3Y | +22.6% | -77.8% | +100.4% | +0.4% |
| 5Y | +193.6% | -95.6% | +289.3% | +72.2% |
| All | +205.2% | -98.9% | +304.1% | +59.5% |
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