+426.7%
CTAS vs VXX
-99.0%
+525.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.3% | +5.8% | +0.7% |
| 7D | +0.5% | +2.0% | -1.5% | +0.9% |
| 30D | -0.7% | -7.1% | +6.4% | -2.0% |
| 3M | +11.1% | -28.6% | +39.7% | +4.3% |
| 6M | +2.1% | -44.0% | +46.1% | -7.6% |
| YTD | +8.0% | -31.7% | +39.7% | +2.3% |
| 1Y | -0.5% | -46.3% | +45.9% | -9.3% |
| 3Y | +66.2% | -78.3% | +144.5% | +41.2% |
| 5Y | +109.2% | -95.8% | +205.0% | +34.7% |
| All | +426.7% | -99.0% | +525.7% | +213.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling