-65.8%
CSGP vs VXX
-95.7%
+29.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.4% | -1.5% |
| 7D | -5.1% | -3.0% | -2.1% | -5.7% |
| 30D | +0.3% | -11.5% | +11.8% | -2.0% |
| 3M | -9.1% | -27.3% | +18.2% | -14.5% |
| 6M | -37.3% | -49.6% | +12.3% | -44.8% |
| YTD | -54.9% | -32.0% | -22.8% | -57.3% |
| 1Y | -65.5% | -48.3% | -17.2% | -68.9% |
| 3Y | -63.3% | -78.9% | +15.6% | -69.2% |
| 5Y | -65.8% | -95.6% | +29.8% | -79.0% |
| All | -65.8% | -95.7% | +29.9% | -79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling