+66.2%
CTAS vs VXX
-78.4%
+144.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.3% | +5.8% | +1.1% |
| 7D | +0.5% | +2.0% | -1.5% | +0.8% |
| 30D | -0.7% | -7.1% | +6.4% | -1.5% |
| 3M | +11.1% | -28.6% | +39.7% | +7.0% |
| 6M | +2.1% | -44.0% | +46.1% | -3.9% |
| YTD | +8.0% | -31.7% | +39.7% | +4.6% |
| 1Y | -0.5% | -46.3% | +45.9% | -5.9% |
| 3Y | +66.2% | -78.3% | +144.5% | +49.6% |
| All | +66.2% | -78.4% | +144.6% | +49.6% |
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