-95.7%
VXX vs CG
-2.7%
-92.9%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.7% | -2.6% | -5.9% |
| 7D | +2.0% | -9.9% | +11.8% | -7.6% |
| 30D | -7.1% | -11.7% | +4.6% | -17.3% |
| 3M | -28.6% | -4.3% | -24.4% | -30.5% |
| 6M | -44.0% | -8.8% | -35.2% | -46.9% |
| YTD | -31.7% | -26.9% | -4.9% | -46.5% |
| 1Y | -46.3% | -35.4% | -10.9% | -61.9% |
| 3Y | -78.3% | +43.0% | -121.3% | -53.3% |
| All | -95.7% | -2.7% | -92.9% | -92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 5y: compounded portfolio wealth divided by compounded CG 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…
5y analysis · Full analysis span regression · 6 months rolling