+196.7%
CSX vs VXX
-99.0%
+295.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +1.0% |
| 7D | -3.4% | -3.5% | +0.1% | -4.0% |
| 30D | -3.1% | -13.6% | +10.5% | -5.7% |
| 3M | +7.2% | -24.6% | +31.8% | +2.0% |
| 6M | +16.2% | -39.9% | +56.0% | +7.1% |
| YTD | +37.5% | -33.1% | +70.6% | +30.2% |
| 1Y | +53.2% | -49.9% | +103.1% | +38.3% |
| 3Y | +68.2% | -79.1% | +147.3% | +42.2% |
| 5Y | +65.2% | -95.6% | +160.8% | +8.5% |
| All | +196.7% | -99.0% | +295.7% | +80.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling