-94.2%
VXX vs CF
+114.1%
-208.3%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.3% |
| 7D | -14.7% | +4.8% | -19.4% | -14.1% |
| 30D | +8.9% | +4.7% | +4.2% | +9.0% |
| 3M | -4.5% | +7.4% | -12.0% | -3.8% |
| 6M | -34.0% | +0.6% | -34.6% | -34.3% |
| YTD | -29.2% | +64.1% | -93.3% | -16.8% |
| 1Y | -46.8% | +51.4% | -98.2% | -39.2% |
| 3Y | -76.2% | +67.8% | -144.0% | -70.1% |
| All | -94.2% | +114.1% | -208.3% | -89.0% |
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