+418.7%
CTAS vs VXX
-98.9%
+517.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.2% | -4.0% | -0.2% |
| 7D | -1.3% | +7.2% | -8.4% | 0.0% |
| 30D | -3.1% | -5.8% | +2.8% | -4.1% |
| 3M | +10.3% | -29.0% | +39.3% | +3.5% |
| 6M | +1.6% | -44.0% | +45.6% | -8.1% |
| YTD | +6.3% | -28.7% | +35.0% | +1.5% |
| 1Y | -0.5% | -45.2% | +44.7% | -8.9% |
| 3Y | +64.6% | -77.8% | +142.4% | +40.2% |
| 5Y | +106.0% | -95.6% | +201.6% | +33.7% |
| All | +418.7% | -98.9% | +517.7% | +211.4% |
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