-95.7%
VXX vs CNH
+8.8%
-104.5%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -3.9% |
| 7D | +2.0% | -5.7% | +7.7% | -2.1% |
| 30D | -7.1% | +26.6% | -33.7% | +10.9% |
| 3M | -28.6% | +31.1% | -59.7% | -11.6% |
| 6M | -44.0% | +24.9% | -68.9% | -31.2% |
| YTD | -31.7% | +48.7% | -80.4% | -2.3% |
| 1Y | -46.3% | +22.2% | -68.6% | -33.8% |
| 3Y | -78.3% | +7.4% | -85.7% | -71.6% |
| All | -95.7% | +8.8% | -104.5% | -93.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling