-14.6%
CTSH vs VXX
-98.9%
+84.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | +0.8% |
| 7D | -9.8% | +7.2% | -16.9% | -8.6% |
| 30D | +0.1% | -5.8% | +5.9% | -0.9% |
| 3M | +13.2% | -29.0% | +42.2% | +6.3% |
| 6M | -6.2% | -44.0% | +37.8% | -15.2% |
| YTD | -28.5% | -28.7% | +0.2% | -31.5% |
| 1Y | -13.8% | -45.2% | +31.4% | -20.8% |
| 3Y | -13.7% | -77.8% | +64.1% | -25.7% |
| 5Y | -16.7% | -95.6% | +79.0% | -44.2% |
| All | -14.6% | -98.9% | +84.3% | -48.5% |
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