-35.1%
CRDO vs VXX
-36.4%
+1.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.7% | +30.1% | -47.8% | -3.1% |
| 7D | -32.0% | +27.5% | -59.6% | -20.2% |
| 30D | -49.1% | +32.5% | -81.7% | -38.6% |
| 3M | -50.0% | +8.2% | -58.2% | -44.5% |
| 6M | -42.0% | -22.7% | -19.3% | -42.0% |
| YTD | -21.9% | -16.1% | -5.8% | -15.9% |
| 1Y | -35.1% | -34.0% | -1.1% | -43.0% |
| All | -35.1% | -36.4% | +1.2% | -43.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling