-78.3%
VXX vs CFG
+186.7%
-265.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.2% | -5.5% | -2.9% |
| 7D | +2.0% | -0.4% | +2.4% | +1.6% |
| 30D | -7.1% | -4.6% | -2.5% | -12.1% |
| 3M | -28.6% | +6.7% | -35.3% | -22.4% |
| 6M | -44.0% | +22.1% | -66.1% | -26.2% |
| YTD | -31.7% | +23.2% | -54.9% | -6.8% |
| 1Y | -46.3% | +40.3% | -86.6% | -11.4% |
| 3Y | -78.3% | +187.9% | -266.1% | -16.4% |
| All | -78.3% | +186.7% | -265.0% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling