+179.3%
COR vs VXX
-95.6%
+275.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.5% | +0.1% |
| 7D | -2.8% | +2.0% | -4.8% | -2.8% |
| 30D | +2.6% | -7.1% | +9.6% | +2.3% |
| 3M | +14.5% | -28.6% | +43.1% | +13.2% |
| 6M | -7.8% | -44.0% | +36.2% | -9.5% |
| YTD | -4.2% | -31.7% | +27.5% | -5.2% |
| 1Y | +7.0% | -46.3% | +53.4% | +5.2% |
| 3Y | +85.5% | -78.3% | +163.8% | +77.9% |
| All | +179.3% | -95.6% | +275.0% | +133.6% |
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