-49.9%
VXX vs CCEP
+24.3%
-74.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | -0.7% |
| 7D | -3.5% | -3.1% | -0.4% | -4.6% |
| 30D | -13.6% | -2.6% | -11.0% | -14.5% |
| 3M | -24.6% | +14.9% | -39.5% | -19.1% |
| 6M | -39.9% | +2.3% | -42.1% | -37.1% |
| YTD | -33.1% | +17.8% | -50.9% | -30.3% |
| 1Y | -49.9% | +24.2% | -74.1% | -47.3% |
| All | -49.9% | +24.3% | -74.2% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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