-99.0%
VXX vs CF
+294.1%
-393.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | -1.2% |
| 7D | -3.5% | +6.0% | -9.5% | -0.2% |
| 30D | -13.6% | +14.8% | -28.4% | -6.4% |
| 3M | -24.6% | +14.1% | -38.7% | -18.7% |
| 6M | -39.9% | +28.5% | -68.4% | -31.0% |
| YTD | -33.1% | +74.9% | -108.0% | -5.2% |
| 1Y | -49.9% | +61.7% | -111.6% | -32.1% |
| 3Y | -79.1% | +80.3% | -159.4% | -66.8% |
| 5Y | -95.6% | +226.0% | -321.5% | -85.6% |
| All | -99.0% | +294.1% | -393.1% | -91.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling