-46.3%
VXX vs CASY
+14.3%
-60.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.9% | -2.4% | -4.1% |
| 7D | +2.0% | -18.6% | +20.6% | +4.1% |
| 30D | -7.1% | -26.6% | +19.5% | -3.7% |
| 3M | -28.6% | -32.8% | +4.1% | -25.7% |
| 6M | -44.0% | -10.0% | -34.0% | -38.6% |
| YTD | -31.7% | +11.6% | -43.4% | -25.4% |
| 1Y | -46.3% | +11.5% | -57.8% | -41.3% |
| All | -46.3% | +14.3% | -60.7% | -41.3% |
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