+67.1%
CSX vs VXX
-78.1%
+145.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.1% |
| 7D | -0.6% | +1.6% | -2.1% | -0.4% |
| 30D | -3.2% | -9.5% | +6.2% | -4.3% |
| 3M | +2.6% | -27.3% | +29.9% | -1.0% |
| 6M | +19.8% | -43.3% | +63.1% | +12.8% |
| YTD | +34.7% | -30.9% | +65.5% | +30.5% |
| 1Y | +52.1% | -47.2% | +99.3% | +43.7% |
| All | +67.1% | -78.1% | +145.3% | +51.9% |
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