-49.9%
VXX vs COPX
+84.7%
-134.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.2% |
| 7D | -3.5% | -4.0% | +0.5% | -5.7% |
| 30D | -13.6% | +4.5% | -18.1% | -11.0% |
| 3M | -24.6% | +0.8% | -25.4% | -21.8% |
| 6M | -39.9% | +3.2% | -43.1% | -33.1% |
| YTD | -33.1% | +26.7% | -59.8% | -11.8% |
| 1Y | -49.9% | +85.7% | -135.6% | -22.0% |
| All | -49.9% | +84.7% | -134.6% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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