+125.1%
CRM vs VXX
-99.0%
+224.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.3% | +6.2% | +1.0% |
| 7D | -4.4% | +2.0% | -6.4% | -3.9% |
| 30D | +28.1% | -7.1% | +35.2% | +26.3% |
| 3M | +48.8% | -28.6% | +77.5% | +38.4% |
| 6M | +28.3% | -44.0% | +72.2% | +13.6% |
| YTD | -6.0% | -31.7% | +25.7% | -11.8% |
| 1Y | +1.4% | -46.3% | +47.8% | -9.0% |
| 3Y | +11.8% | -78.3% | +90.1% | -6.2% |
| 5Y | -2.0% | -95.8% | +93.8% | -38.3% |
| All | +125.1% | -99.0% | +224.1% | +29.2% |
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