-49.9%
VXX vs CASY
+51.2%
-101.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | -3.5% | +0.1% | -3.6% | -3.5% |
| 30D | -13.6% | -11.3% | -2.3% | -12.3% |
| 3M | -24.6% | -0.6% | -24.0% | -23.5% |
| 6M | -39.9% | +10.7% | -50.6% | -35.5% |
| YTD | -33.1% | +37.1% | -70.2% | -27.6% |
| 1Y | -49.9% | +52.3% | -102.2% | -45.3% |
| All | -49.9% | +51.2% | -101.1% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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