+137.9%
CVX vs VXX
-99.0%
+236.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | -0.1% |
| 7D | +2.6% | +2.0% | +0.6% | +3.0% |
| 30D | +9.8% | -7.1% | +16.9% | +8.5% |
| 3M | +16.2% | -28.6% | +44.8% | +9.7% |
| 6M | +13.6% | -44.0% | +57.6% | +3.1% |
| YTD | +44.4% | -31.7% | +76.1% | +36.8% |
| 1Y | +40.6% | -46.3% | +86.9% | +28.3% |
| 3Y | +48.2% | -78.3% | +126.4% | +25.8% |
| 5Y | +172.3% | -95.8% | +268.1% | +74.0% |
| All | +137.9% | -99.0% | +236.9% | +36.1% |
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