-95.7%
VXX vs CLBK
+43.5%
-139.1%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.3% |
| 7D | +2.0% | -1.5% | +3.4% | +1.0% |
| 30D | -7.1% | -1.0% | -6.1% | -7.7% |
| 3M | -28.6% | +22.9% | -51.6% | -17.4% |
| 6M | -44.0% | +44.2% | -88.2% | -26.7% |
| YTD | -31.7% | +64.0% | -95.7% | -1.2% |
| 1Y | -46.3% | +65.7% | -112.0% | -20.4% |
| 3Y | -78.3% | +54.1% | -132.3% | -64.8% |
| All | -95.7% | +43.5% | -139.1% | -91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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