-65.3%
CSGP vs VXX
-51.1%
-14.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.4% |
| 7D | -4.1% | -3.5% | -0.6% | -4.3% |
| 30D | +2.3% | -13.6% | +15.9% | +1.2% |
| 3M | -8.2% | -24.6% | +16.4% | -10.1% |
| 6M | -35.1% | -39.9% | +4.8% | -37.7% |
| YTD | -54.0% | -33.1% | -21.0% | -54.6% |
| 1Y | -65.3% | -49.9% | -15.4% | -66.8% |
| All | -65.3% | -51.1% | -14.2% | -66.8% |
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