+32.0%
CTVA vs VXX
-51.0%
+83.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -9.6% | +12.8% | +2.9% |
| 7D | +8.2% | -4.1% | +12.3% | +8.0% |
| 30D | -1.0% | -0.8% | -0.2% | -1.0% |
| 3M | +4.6% | -19.8% | +24.4% | +3.8% |
| 6M | +0.5% | -40.5% | +41.0% | -2.1% |
| YTD | +22.7% | -35.5% | +58.3% | +22.8% |
| 1Y | +32.0% | -51.1% | +83.1% | +26.5% |
| All | +32.0% | -51.0% | +83.0% | +26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling