-78.0%
VXX vs CF
+75.7%
-153.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.1% | +2.0% |
| 7D | +1.6% | -0.8% | +2.4% | +1.5% |
| 30D | -9.5% | +14.3% | -23.7% | -8.2% |
| 3M | -27.3% | +27.9% | -55.1% | -25.2% |
| 6M | -43.3% | +25.5% | -68.8% | -40.3% |
| YTD | -30.9% | +81.2% | -112.1% | -15.0% |
| 1Y | -47.2% | +66.5% | -113.7% | -37.0% |
| All | -78.0% | +75.7% | -153.7% | -69.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling