-46.3%
VXX vs CBRE
-14.0%
-32.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.8% | -6.1% | -3.3% |
| 7D | +2.0% | -5.0% | +6.9% | -0.5% |
| 30D | -7.1% | -4.7% | -2.4% | -9.0% |
| 3M | -28.6% | +6.5% | -35.2% | -25.0% |
| 6M | -44.0% | +6.1% | -50.0% | -40.4% |
| YTD | -31.7% | -12.6% | -19.1% | -33.9% |
| 1Y | -46.3% | -15.3% | -31.0% | -45.1% |
| All | -46.3% | -14.0% | -32.4% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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