-33.4%
CPRT vs VXX
-78.4%
+45.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.3% | +1.7% | -3.1% |
| 7D | -11.2% | +2.0% | -13.2% | -11.0% |
| 30D | +3.3% | -7.1% | +10.4% | +2.6% |
| 3M | -3.6% | -28.6% | +25.1% | -6.9% |
| 6M | -15.8% | -44.0% | +28.2% | -20.5% |
| YTD | -23.5% | -31.7% | +8.2% | -25.7% |
| 1Y | -38.8% | -46.3% | +7.6% | -41.8% |
| 3Y | -33.4% | -78.3% | +44.8% | -40.0% |
| All | -33.4% | -78.4% | +45.0% | -40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling