-43.3%
VXX vs CFG
+21.9%
-65.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +0.9% |
| 7D | +1.6% | -0.6% | +2.1% | +1.1% |
| 30D | -9.5% | -4.5% | -4.9% | -12.9% |
| 3M | -27.3% | +6.3% | -33.6% | -19.9% |
| 6M | -43.3% | +20.6% | -63.9% | -16.5% |
| All | -43.3% | +21.9% | -65.2% | -16.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling