-65.8%
VXX vs CAI
-9.9%
-56.0%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.2% | -5.5% | -4.0% |
| 7D | +2.0% | -2.9% | +4.9% | +1.4% |
| 30D | -7.1% | +9.3% | -16.4% | -5.1% |
| 3M | -28.6% | +35.2% | -63.9% | -23.3% |
| 6M | -44.0% | +30.7% | -74.7% | -38.3% |
| YTD | -31.7% | -9.8% | -21.9% | -27.5% |
| 1Y | -46.3% | -28.9% | -17.5% | -43.6% |
| All | -65.8% | -9.9% | -56.0% | -63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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