-99.0%
VXX vs COPX
+263.7%
-362.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.4% |
| 7D | +2.0% | -2.3% | +4.3% | -0.2% |
| 30D | -7.1% | +0.3% | -7.4% | -6.3% |
| 3M | -28.6% | +6.8% | -35.5% | -21.7% |
| 6M | -44.0% | +7.9% | -51.9% | -34.5% |
| YTD | -31.7% | +23.7% | -55.5% | -5.4% |
| 1Y | -46.3% | +71.5% | -117.9% | +9.3% |
| 3Y | -78.3% | +149.1% | -227.4% | -16.6% |
| 5Y | -95.8% | +167.3% | -263.2% | -79.0% |
| All | -99.0% | +263.7% | -362.6% | -88.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling