+71.6%
CRH vs VXX
-78.4%
+150.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.3% | +5.3% | +0.1% |
| 7D | -6.1% | +2.0% | -8.0% | -5.6% |
| 30D | -9.3% | -7.1% | -2.2% | -10.6% |
| 3M | -15.2% | -28.6% | +13.4% | -20.9% |
| 6M | -14.2% | -44.0% | +29.8% | -23.1% |
| YTD | -28.3% | -31.7% | +3.5% | -32.0% |
| 1Y | -21.8% | -46.3% | +24.6% | -28.8% |
| 3Y | +71.6% | -78.3% | +149.9% | +47.6% |
| All | +71.6% | -78.4% | +150.0% | +47.6% |
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