+425.9%
CORZ vs VXX
-67.3%
+493.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.7% | -5.1% | -2.7% |
| 7D | +7.6% | +1.6% | +6.1% | +8.4% |
| 30D | -6.9% | -9.5% | +2.5% | -10.5% |
| 3M | -33.0% | -27.3% | -5.7% | -40.3% |
| 6M | +19.3% | -43.3% | +62.6% | -1.7% |
| YTD | +24.2% | -30.9% | +55.1% | +14.2% |
| 1Y | +24.5% | -47.2% | +71.7% | +4.6% |
| All | +425.9% | -67.3% | +493.1% | +387.2% |
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 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