-99.0%
VXX vs CDW
+127.1%
-226.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +7.8% | -12.1% | +4.3% |
| 7D | +2.0% | +0.9% | +1.0% | +3.4% |
| 30D | -7.1% | +13.1% | -20.2% | +7.1% |
| 3M | -28.6% | +19.7% | -48.3% | -13.0% |
| 6M | -44.0% | +30.7% | -74.7% | -23.5% |
| YTD | -31.7% | +14.7% | -46.4% | -20.5% |
| 1Y | -46.3% | -5.3% | -41.0% | -50.4% |
| 3Y | -78.3% | -23.8% | -54.4% | -80.5% |
| 5Y | -95.8% | -16.8% | -79.0% | -94.9% |
| All | -99.0% | +127.1% | -226.0% | -89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 10y: compounded portfolio wealth divided by compounded CDW 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…
10y analysis · Full analysis span regression · 6 months rolling