-15.4%
CSGP vs VXX
-99.0%
+83.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -2.2% |
| 7D | -5.4% | +1.6% | -6.9% | -5.1% |
| 30D | -6.0% | -9.5% | +3.4% | -7.8% |
| 3M | -12.8% | -27.3% | +14.5% | -18.0% |
| 6M | -38.9% | -43.3% | +4.4% | -44.9% |
| YTD | -56.0% | -30.9% | -25.1% | -58.3% |
| 1Y | -66.4% | -47.2% | -19.3% | -69.6% |
| 3Y | -64.2% | -78.5% | +14.3% | -69.4% |
| 5Y | -67.0% | -95.6% | +28.6% | -77.7% |
| All | -15.4% | -99.0% | +83.6% | -49.0% |
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