+173.5%
CPRT vs VXX
-98.9%
+272.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.2% | -7.2% | -3.4% |
| 7D | -8.4% | +7.2% | -15.6% | -7.2% |
| 30D | +4.6% | -5.8% | +10.4% | +3.6% |
| 3M | -1.9% | -29.0% | +27.1% | -7.6% |
| 6M | -15.3% | -44.0% | +28.7% | -23.0% |
| YTD | -21.5% | -28.7% | +7.2% | -24.7% |
| 1Y | -36.6% | -45.2% | +8.6% | -41.7% |
| 3Y | -31.2% | -77.8% | +46.6% | -40.7% |
| 5Y | -14.1% | -95.6% | +81.5% | -41.9% |
| All | +173.5% | -98.9% | +272.4% | +72.5% |
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