+8.9%
CRCL vs VXX
-64.9%
+73.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.6% | -1.8% |
| 7D | -11.2% | +2.0% | -13.2% | -10.2% |
| 30D | +27.1% | -7.1% | +34.2% | +23.8% |
| 3M | +9.6% | -28.6% | +38.3% | -3.8% |
| 6M | -19.7% | -44.0% | +24.3% | -35.1% |
| YTD | +14.2% | -31.7% | +46.0% | +4.9% |
| 1Y | -32.2% | -46.3% | +14.1% | -42.0% |
| All | +8.9% | -64.9% | +73.7% | +3.6% |
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