-49.9%
VXX vs CNH
+29.2%
-79.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.0% | -3.5% | +2.2% |
| 7D | -3.5% | +23.3% | -26.8% | +5.7% |
| 30D | -13.6% | +33.5% | -47.1% | -1.7% |
| 3M | -24.6% | +32.7% | -57.3% | -13.5% |
| 6M | -39.9% | +22.2% | -62.0% | -31.8% |
| YTD | -33.1% | +57.7% | -90.7% | -14.8% |
| 1Y | -49.9% | +28.0% | -77.9% | -39.7% |
| All | -49.9% | +29.2% | -79.2% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling