-49.9%
VXX vs CP
+19.9%
-69.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.2% | +0.8% |
| 7D | -3.5% | -2.7% | -0.8% | -5.1% |
| 30D | -13.6% | +0.2% | -13.8% | -13.3% |
| 3M | -24.6% | +2.6% | -27.2% | -22.8% |
| 6M | -39.9% | +6.0% | -45.8% | -34.6% |
| YTD | -33.1% | +24.9% | -58.0% | -16.6% |
| 1Y | -49.9% | +20.1% | -70.0% | -37.9% |
| All | -49.9% | +19.9% | -69.8% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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