+191.9%
CRH vs VXX
-99.0%
+290.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.7% |
| 7D | -5.6% | +2.9% | -8.5% | -4.9% |
| 30D | -8.4% | -5.8% | -2.6% | -9.6% |
| 3M | -16.1% | -24.7% | +8.6% | -21.2% |
| 6M | -10.2% | -48.1% | +37.9% | -21.7% |
| YTD | -27.9% | -31.1% | +3.2% | -31.8% |
| 1Y | -20.6% | -45.9% | +25.2% | -28.3% |
| 3Y | +68.9% | -77.1% | +146.0% | +44.9% |
| 5Y | +95.7% | -95.7% | +191.4% | +24.0% |
| All | +191.9% | -99.0% | +290.9% | +64.2% |
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