-49.9%
VXX vs CF
+62.4%
-112.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +1.4% |
| 7D | -3.5% | +6.0% | -9.5% | -5.1% |
| 30D | -13.6% | +14.8% | -28.4% | -17.0% |
| 3M | -24.6% | +14.1% | -38.7% | -27.4% |
| 6M | -39.9% | +28.5% | -68.4% | -40.0% |
| YTD | -33.1% | +74.9% | -108.0% | -24.8% |
| 1Y | -49.9% | +61.7% | -111.6% | -47.2% |
| All | -49.9% | +62.4% | -112.3% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling