-78.3%
VXX vs CCEP
+82.4%
-160.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.4% |
| 7D | +2.0% | -2.8% | +4.8% | +0.1% |
| 30D | -7.1% | -4.0% | -3.1% | -9.6% |
| 3M | -28.6% | +5.2% | -33.8% | -25.6% |
| 6M | -44.0% | +2.7% | -46.7% | -41.9% |
| YTD | -31.7% | +14.5% | -46.3% | -23.3% |
| 1Y | -46.3% | +17.2% | -63.5% | -38.5% |
| 3Y | -78.3% | +79.3% | -157.6% | -56.2% |
| All | -78.3% | +82.4% | -160.7% | -56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling