-99.0%
VXX vs CCEP
+230.1%
-329.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.6% | +4.3% | -0.8% |
| 7D | +1.6% | -3.7% | +5.2% | -2.0% |
| 30D | -9.5% | -2.1% | -7.4% | -11.3% |
| 3M | -27.3% | +7.2% | -34.5% | -21.9% |
| 6M | -43.3% | +3.3% | -46.6% | -40.5% |
| YTD | -30.9% | +15.7% | -46.6% | -18.5% |
| 1Y | -47.2% | +16.6% | -63.7% | -37.1% |
| 3Y | -78.5% | +84.3% | -162.8% | -55.7% |
| 5Y | -95.6% | +109.0% | -204.6% | -88.1% |
| All | -99.0% | +230.1% | -329.0% | -93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling