+214.6%
CSX vs VXX
-99.0%
+313.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | +1.6% |
| 7D | +3.1% | -17.5% | +20.6% | -0.3% |
| 30D | +9.7% | +9.8% | -0.1% | +13.0% |
| 3M | +4.9% | -5.9% | +10.8% | +5.1% |
| 6M | +18.4% | -34.1% | +52.4% | +11.2% |
| YTD | +45.9% | -30.8% | +76.7% | +40.7% |
| 1Y | +50.0% | -44.4% | +94.3% | +39.1% |
| 3Y | +78.0% | -77.0% | +155.0% | +53.8% |
| 5Y | +59.2% | -94.4% | +153.5% | +10.9% |
| All | +214.6% | -99.0% | +313.6% | +94.9% |
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 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