-98.9%
VXX vs CG
+138.8%
-237.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.4% | +5.5% | +0.7% |
| 7D | +7.2% | -9.8% | +17.0% | -3.8% |
| 30D | -5.8% | -10.3% | +4.5% | -15.8% |
| 3M | -29.0% | -1.7% | -27.4% | -29.2% |
| 6M | -44.0% | -9.8% | -34.2% | -48.2% |
| YTD | -28.7% | -25.6% | -3.1% | -44.6% |
| 1Y | -45.2% | -32.5% | -12.7% | -60.6% |
| 3Y | -77.8% | +45.6% | -123.5% | -46.7% |
| 5Y | -95.6% | +3.7% | -99.3% | -90.5% |
| All | -98.9% | +138.8% | -237.8% | -92.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling