+62.7%
CRWD vs VXX
-36.4%
+99.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +30.1% | -40.0% | -2.8% |
| 7D | -16.8% | +27.5% | -44.3% | -10.4% |
| 30D | -22.1% | +32.5% | -54.6% | -15.2% |
| 3M | +3.5% | +8.2% | -4.7% | +8.9% |
| 6M | +82.3% | -22.7% | +105.0% | +82.2% |
| YTD | +85.3% | -16.1% | +101.5% | +95.8% |
| 1Y | +62.7% | -34.0% | +96.7% | +58.9% |
| All | +62.7% | -36.4% | +99.0% | +58.9% |
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 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