+25.6%
CTAS vs VXX
-51.0%
+76.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -9.6% | +12.0% | +1.9% |
| 7D | +7.6% | -4.1% | +11.7% | +7.4% |
| 30D | +17.2% | -0.8% | +18.0% | +17.2% |
| 3M | +12.8% | -19.8% | +32.5% | +11.7% |
| 6M | +38.0% | -40.5% | +78.5% | +33.5% |
| YTD | +22.7% | -35.5% | +58.3% | +19.0% |
| 1Y | +25.6% | -51.1% | +76.8% | +20.9% |
| All | +25.6% | -51.0% | +76.7% | +20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling