-95.7%
VXX vs CASY
+229.6%
-325.3%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.9% | -2.4% | -5.2% |
| 7D | +2.0% | -18.6% | +20.6% | -6.7% |
| 30D | -7.1% | -26.6% | +19.5% | -19.2% |
| 3M | -28.6% | -32.8% | +4.1% | -40.9% |
| 6M | -44.0% | -10.0% | -34.0% | -44.3% |
| YTD | -31.7% | +11.6% | -43.4% | -21.7% |
| 1Y | -46.3% | +11.5% | -57.8% | -38.4% |
| 3Y | -78.3% | +160.7% | -238.9% | -50.7% |
| All | -95.7% | +229.6% | -325.3% | -87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling