-99.0%
VXX vs CFG
+110.7%
-209.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.2% | -5.5% | -3.1% |
| 7D | +2.0% | -0.4% | +2.4% | +1.6% |
| 30D | -7.1% | -4.6% | -2.5% | -11.2% |
| 3M | -28.6% | +6.7% | -35.3% | -23.6% |
| 6M | -44.0% | +22.1% | -66.1% | -30.1% |
| YTD | -31.7% | +23.2% | -54.9% | -12.3% |
| 1Y | -46.3% | +40.3% | -86.6% | -19.7% |
| 3Y | -78.3% | +187.9% | -266.1% | -19.7% |
| 5Y | -95.8% | +102.0% | -197.8% | -86.4% |
| All | -99.0% | +110.7% | -209.7% | -96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling