-99.0%
VXX vs CFG
+107.4%
-206.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +0.9% |
| 7D | +1.6% | -0.6% | +2.1% | +1.0% |
| 30D | -9.5% | -4.5% | -4.9% | -13.3% |
| 3M | -27.3% | +6.3% | -33.6% | -22.3% |
| 6M | -43.3% | +20.6% | -63.9% | -30.2% |
| YTD | -30.9% | +21.2% | -52.1% | -12.5% |
| 1Y | -47.2% | +38.2% | -85.4% | -22.1% |
| 3Y | -78.5% | +185.9% | -264.4% | -21.1% |
| 5Y | -95.6% | +97.0% | -192.6% | -86.1% |
| All | -99.0% | +107.4% | -206.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling