-99.3%
VXX vs CLBK
+65.5%
-164.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.4% |
| 7D | +2.0% | -1.5% | +3.4% | +0.6% |
| 30D | -7.1% | -1.0% | -6.1% | -7.9% |
| 3M | -28.6% | +22.9% | -51.6% | -13.0% |
| 6M | -44.0% | +44.2% | -88.2% | -19.2% |
| YTD | -31.7% | +64.0% | -95.7% | +13.0% |
| 1Y | -46.3% | +65.7% | -112.0% | -8.6% |
| 3Y | -78.3% | +54.1% | -132.3% | -59.0% |
| 5Y | -95.8% | +44.7% | -140.5% | -91.3% |
| All | -99.3% | +65.5% | -164.8% | -97.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling