+122.5%
CRWV vs VXX
-62.4%
+184.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.1% | -2.5% |
| 7D | -0.4% | +2.0% | -2.4% | +0.8% |
| 30D | -17.4% | -7.1% | -10.3% | -20.4% |
| 3M | -7.1% | -28.6% | +21.6% | -20.4% |
| 6M | +8.6% | -44.0% | +52.6% | -16.0% |
| YTD | +24.3% | -31.7% | +56.0% | +11.3% |
| 1Y | -21.0% | -46.3% | +25.3% | -35.3% |
| All | +122.5% | -62.4% | +184.9% | +65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling