+54.4%
CVS vs VXX
-78.4%
+132.8%
-44.0%
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% | -0.9% |
| 7D | -2.2% | +2.0% | -4.1% | -2.0% |
| 30D | -0.1% | -7.1% | +7.0% | -0.4% |
| 3M | -5.2% | -28.6% | +23.4% | -6.8% |
| 6M | +26.9% | -44.0% | +70.9% | +23.4% |
| YTD | +22.1% | -31.7% | +53.8% | +20.3% |
| 1Y | +30.8% | -46.3% | +77.1% | +27.5% |
| 3Y | +54.4% | -78.3% | +132.7% | +45.6% |
| All | +54.4% | -78.4% | +132.8% | +45.6% |
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 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