-99.0%
VXX vs CASY
+520.2%
-619.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.0% | +4.5% | -0.4% |
| 7D | -3.0% | -4.4% | +1.3% | -5.7% |
| 30D | -11.5% | -12.0% | +0.6% | -18.5% |
| 3M | -27.3% | -2.3% | -25.0% | -28.7% |
| 6M | -49.6% | +10.5% | -60.1% | -45.1% |
| YTD | -32.0% | +33.0% | -65.1% | -14.8% |
| 1Y | -48.3% | +41.1% | -89.5% | -32.0% |
| 3Y | -78.9% | +207.5% | -286.4% | -43.4% |
| 5Y | -95.6% | +290.7% | -386.3% | -84.3% |
| All | -99.0% | +520.2% | -619.2% | -95.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling