-99.0%
VXX vs CASY
+420.4%
-519.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.9% | -2.4% | -5.5% |
| 7D | +2.0% | -18.6% | +20.6% | -9.9% |
| 30D | -7.1% | -26.6% | +19.5% | -23.3% |
| 3M | -28.6% | -32.8% | +4.1% | -44.8% |
| 6M | -44.0% | -10.0% | -34.0% | -46.2% |
| YTD | -31.7% | +11.6% | -43.4% | -22.9% |
| 1Y | -46.3% | +11.5% | -57.8% | -39.4% |
| 3Y | -78.3% | +160.7% | -238.9% | -47.1% |
| 5Y | -95.8% | +232.4% | -328.2% | -86.4% |
| All | -99.0% | +420.4% | -519.4% | -95.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling