-77.3%
VXX vs CDW
-30.1%
-47.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.3% |
| 7D | +7.2% | -7.4% | +14.5% | +1.6% |
| 30D | -5.8% | +5.8% | -11.7% | -1.3% |
| 3M | -29.0% | +10.8% | -39.8% | -22.6% |
| 6M | -44.0% | +21.5% | -65.5% | -31.0% |
| YTD | -28.7% | +6.4% | -35.0% | -24.1% |
| 1Y | -45.2% | -14.8% | -30.4% | -55.2% |
| All | -77.3% | -30.1% | -47.2% | -78.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling