+73.9%
CTVA vs VXX
-78.4%
+152.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | -1.1% |
| 7D | -4.5% | +2.0% | -6.5% | -4.3% |
| 30D | +11.3% | -7.1% | +18.4% | +10.5% |
| 3M | +12.3% | -28.6% | +40.9% | +8.6% |
| 6M | +7.2% | -44.0% | +51.2% | +1.4% |
| YTD | +26.0% | -31.7% | +57.7% | +22.6% |
| 1Y | +16.0% | -46.3% | +62.4% | +10.5% |
| 3Y | +73.9% | -78.3% | +152.2% | +63.7% |
| All | +73.9% | -78.4% | +152.3% | +63.7% |
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