+2.1%
CRWV vs VXX
-51.1%
+53.3%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.6% | +5.1% | +6.0% |
| 7D | +6.1% | -3.5% | +9.6% | +4.3% |
| 30D | -0.6% | -13.6% | +13.0% | -7.5% |
| 3M | -17.3% | -24.6% | +7.3% | -26.3% |
| 6M | +12.4% | -39.9% | +52.3% | -7.4% |
| YTD | +24.8% | -33.1% | +57.8% | +10.1% |
| 1Y | +2.1% | -49.9% | +52.1% | -9.3% |
| All | +2.1% | -51.1% | +53.3% | -9.3% |
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