+78.3%
CSX vs VXX
-76.7%
+154.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.0% | -0.4% |
| 7D | +6.0% | -14.7% | +20.6% | +4.2% |
| 30D | +7.8% | +8.9% | -1.1% | +9.7% |
| 3M | +4.1% | -4.5% | +8.6% | +4.4% |
| 6M | +17.9% | -34.0% | +51.9% | +13.2% |
| YTD | +44.9% | -29.2% | +74.1% | +41.8% |
| 1Y | +51.1% | -46.8% | +98.0% | +43.2% |
| 3Y | +78.3% | -76.2% | +154.5% | +67.0% |
| All | +78.3% | -76.7% | +154.9% | +67.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling