+7.2%
CTVA vs VXX
-45.7%
+52.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | -0.4% |
| 7D | -4.5% | +2.0% | -6.5% | -4.6% |
| 30D | +11.3% | -7.1% | +18.4% | +11.8% |
| 3M | +12.3% | -28.6% | +40.9% | +13.9% |
| 6M | +7.2% | -44.0% | +51.2% | +9.6% |
| All | +7.2% | -45.7% | +52.8% | +9.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling