+193.9%
CSX vs VXX
-99.0%
+292.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | -1.0% |
| 7D | -0.9% | +2.0% | -2.9% | -0.5% |
| 30D | -2.0% | -7.1% | +5.1% | -3.3% |
| 3M | +3.6% | -28.6% | +32.3% | -2.5% |
| 6M | +22.0% | -44.0% | +66.0% | +10.6% |
| YTD | +36.3% | -31.7% | +68.0% | +29.5% |
| 1Y | +50.9% | -46.3% | +97.3% | +38.1% |
| 3Y | +69.2% | -78.3% | +147.4% | +44.1% |
| 5Y | +69.2% | -95.8% | +165.1% | +9.4% |
| All | +193.9% | -99.0% | +292.9% | +79.4% |
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