+942.5%
CRDO vs VXX
-78.4%
+1,020.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.3% | +5.9% | -0.2% |
| 7D | -4.5% | +2.0% | -6.4% | -3.5% |
| 30D | -39.2% | -7.1% | -32.1% | -41.2% |
| 3M | -38.5% | -28.6% | -9.8% | -45.9% |
| 6M | +40.6% | -44.0% | +84.6% | +13.7% |
| YTD | +13.2% | -31.7% | +45.0% | +1.9% |
| 1Y | +2.3% | -46.3% | +48.6% | -14.2% |
| 3Y | +942.5% | -78.3% | +1,020.8% | +793.9% |
| All | +942.5% | -78.4% | +1,020.9% | +793.9% |
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