+421.5%
CORZ vs VXX
-67.7%
+489.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.3% | +7.6% | +1.4% |
| 7D | +0.3% | +2.0% | -1.7% | +1.3% |
| 30D | -14.0% | -7.1% | -6.9% | -16.3% |
| 3M | -34.1% | -28.6% | -5.5% | -41.8% |
| 6M | +8.5% | -44.0% | +52.5% | -11.1% |
| YTD | +23.2% | -31.7% | +54.9% | +12.9% |
| 1Y | +15.4% | -46.3% | +61.7% | -2.3% |
| All | +421.5% | -67.7% | +489.2% | +381.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling