-51.1%
VXX vs CART
+61.3%
-112.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.6% | -11.2% | -9.5% |
| 7D | -4.1% | +1.4% | -5.5% | -4.0% |
| 30D | -0.8% | +29.7% | -30.5% | +1.2% |
| 3M | -19.8% | +29.7% | -49.5% | -18.1% |
| 6M | -40.5% | +36.8% | -77.3% | -39.1% |
| YTD | -35.5% | +31.7% | -67.2% | -33.7% |
| 1Y | -51.1% | +62.4% | -113.5% | -44.5% |
| All | -51.1% | +61.3% | -112.4% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 1y: compounded portfolio wealth divided by compounded CART 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…
1y analysis · Full analysis span regression · 6 months rolling