+404.9%
CORZ vs VXX
-66.2%
+471.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.2% | -7.1% | -2.6% |
| 7D | -3.0% | +7.2% | -10.1% | 0.0% |
| 30D | -12.1% | -5.8% | -6.3% | -13.9% |
| 3M | -32.4% | -29.0% | -3.4% | -40.4% |
| 6M | +12.4% | -44.0% | +56.3% | -7.8% |
| YTD | +19.3% | -28.7% | +48.0% | +11.3% |
| 1Y | +8.6% | -45.2% | +53.8% | -7.2% |
| All | +404.9% | -66.2% | +471.2% | +374.4% |
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