-53.3%
CSGP vs VXX
-51.0%
-2.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -9.6% | +13.7% | +3.9% |
| 7D | +18.3% | -4.1% | +22.4% | +18.1% |
| 30D | +17.8% | -0.8% | +18.6% | +17.7% |
| 3M | +9.3% | -19.8% | +29.0% | +7.6% |
| 6M | -7.9% | -40.5% | +32.6% | -12.5% |
| YTD | -51.5% | -35.5% | -16.0% | -51.7% |
| 1Y | -53.3% | -51.1% | -2.2% | -55.6% |
| All | -53.3% | -51.0% | -2.3% | -55.6% |
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