-78.3%
VXX vs CART
+21.6%
-99.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.8% | +0.2% |
| 7D | -3.5% | +1.0% | -4.5% | -3.1% |
| 30D | -13.6% | +12.6% | -26.2% | -10.4% |
| 3M | -24.6% | +23.1% | -47.7% | -19.2% |
| 6M | -39.9% | +39.5% | -79.4% | -32.6% |
| YTD | -33.1% | +13.5% | -46.6% | -29.7% |
| 1Y | -49.9% | +14.9% | -64.8% | -46.7% |
| All | -78.3% | +21.6% | -99.9% | -71.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling