+1,325.8%
CRWD vs VXX
-99.0%
+1,424.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | -2.2% |
| 7D | -3.0% | +2.0% | -5.0% | -2.4% |
| 30D | -6.8% | -7.1% | +0.3% | -8.4% |
| 3M | +19.6% | -28.6% | +48.2% | +10.2% |
| 6M | +87.1% | -44.0% | +131.1% | +63.4% |
| YTD | +76.4% | -31.7% | +108.1% | +64.7% |
| 1Y | +90.8% | -46.3% | +137.2% | +69.7% |
| 3Y | +380.0% | -78.3% | +458.2% | +302.1% |
| 5Y | +215.6% | -95.8% | +311.5% | +93.5% |
| All | +1,325.8% | -99.0% | +1,424.8% | +617.9% |
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 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