-95.6%
VXX vs CF
+247.6%
-343.2%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.1% | +2.3% |
| 7D | +1.6% | -0.8% | +2.4% | +1.4% |
| 30D | -9.5% | +14.3% | -23.7% | -6.8% |
| 3M | -27.3% | +27.9% | -55.1% | -23.2% |
| 6M | -43.3% | +25.5% | -68.8% | -39.7% |
| YTD | -30.9% | +81.2% | -112.1% | -16.0% |
| 1Y | -47.2% | +66.5% | -113.7% | -37.4% |
| 3Y | -78.5% | +76.7% | -155.2% | -72.4% |
| 5Y | -95.6% | +237.8% | -333.4% | -88.5% |
| All | -95.6% | +247.6% | -343.2% | -88.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling