-14.4%
CTSH vs VXX
-95.6%
+81.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.3% | +7.2% | +2.2% |
| 7D | -3.7% | +2.0% | -5.7% | -3.4% |
| 30D | +3.7% | -7.1% | +10.8% | +2.7% |
| 3M | +17.9% | -28.6% | +46.6% | +11.9% |
| 6M | -2.6% | -44.0% | +41.3% | -10.6% |
| YTD | -26.4% | -31.7% | +5.3% | -29.5% |
| 1Y | -13.0% | -46.3% | +33.3% | -19.3% |
| 3Y | -11.2% | -78.3% | +67.1% | -22.6% |
| All | -14.4% | -95.6% | +81.2% | -43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling