+1,600.1%
CVNA vs VXX
-99.0%
+1,699.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.7% | -3.5% |
| 7D | -7.3% | +2.0% | -9.3% | -6.4% |
| 30D | -4.6% | -7.1% | +2.5% | -7.3% |
| 3M | +2.0% | -28.6% | +30.6% | -10.9% |
| 6M | +11.7% | -44.0% | +55.7% | -9.9% |
| YTD | -18.1% | -31.7% | +13.7% | -26.1% |
| 1Y | -2.4% | -46.3% | +44.0% | -18.6% |
| 3Y | +580.6% | -78.3% | +658.8% | +420.5% |
| 5Y | +4.9% | -95.8% | +100.7% | -47.4% |
| All | +1,600.1% | -99.0% | +1,699.1% | +655.1% |
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