+53.3%
CVS vs VXX
-98.9%
+152.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | +0.3% |
| 7D | -2.0% | +7.2% | -9.1% | -1.1% |
| 30D | +1.9% | -5.8% | +7.7% | +1.2% |
| 3M | -2.2% | -29.0% | +26.8% | -6.0% |
| 6M | +26.7% | -44.0% | +70.7% | +18.8% |
| YTD | +22.9% | -28.7% | +51.6% | +19.4% |
| 1Y | +32.9% | -45.2% | +78.1% | +25.6% |
| 3Y | +62.3% | -77.8% | +140.1% | +45.7% |
| 5Y | +34.2% | -95.6% | +129.9% | -0.9% |
| All | +53.3% | -98.9% | +152.3% | +6.5% |
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 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