-98.9%
VXX vs CDW
+110.5%
-209.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.3% |
| 7D | +7.2% | -7.4% | +14.5% | -1.3% |
| 30D | -5.8% | +5.8% | -11.7% | +0.8% |
| 3M | -29.0% | +10.8% | -39.8% | -20.7% |
| 6M | -44.0% | +21.5% | -65.5% | -29.6% |
| YTD | -28.7% | +6.4% | -35.0% | -23.7% |
| 1Y | -45.2% | -14.8% | -30.4% | -55.3% |
| 3Y | -77.8% | -29.9% | -47.9% | -81.9% |
| 5Y | -95.6% | -22.9% | -72.8% | -95.1% |
| All | -98.9% | +110.5% | -209.5% | -90.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling