-78.3%
VXX vs CNH
+6.9%
-85.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -3.9% |
| 7D | +2.0% | -5.7% | +7.7% | -1.7% |
| 30D | -7.1% | +26.6% | -33.7% | +9.4% |
| 3M | -28.6% | +31.1% | -59.7% | -12.9% |
| 6M | -44.0% | +24.9% | -68.9% | -32.1% |
| YTD | -31.7% | +48.7% | -80.4% | -3.9% |
| 1Y | -46.3% | +22.2% | -68.6% | -34.8% |
| 3Y | -78.3% | +7.4% | -85.7% | -73.5% |
| All | -78.3% | +6.9% | -85.1% | -73.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling