-13.4%
CSGP vs VXX
-99.0%
+85.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.2% | +6.0% | -1.4% |
| 7D | -7.1% | +4.0% | -11.1% | -5.6% |
| 30D | +3.6% | +6.4% | -2.7% | +5.9% |
| 3M | -2.7% | -11.5% | +8.7% | -4.1% |
| 6M | -8.0% | -37.7% | +29.6% | -15.3% |
| YTD | -55.0% | -32.9% | -22.0% | -57.2% |
| 1Y | -55.8% | -45.9% | -9.9% | -59.6% |
| 3Y | -62.0% | -77.7% | +15.7% | -67.3% |
| 5Y | -62.9% | -94.8% | +31.8% | -74.0% |
| All | -13.4% | -99.0% | +85.6% | -47.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling