-78.3%
VXX vs CP
+18.6%
-96.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.7% | -3.8% |
| 7D | +2.0% | -2.6% | +4.6% | -0.8% |
| 30D | -7.1% | -3.7% | -3.4% | -10.7% |
| 3M | -28.6% | +0.1% | -28.8% | -28.5% |
| 6M | -44.0% | +7.8% | -51.8% | -37.6% |
| YTD | -31.7% | +21.7% | -53.4% | -10.8% |
| 1Y | -46.3% | +18.6% | -65.0% | -31.4% |
| 3Y | -78.3% | +17.5% | -95.8% | -68.3% |
| All | -78.3% | +18.6% | -96.8% | -68.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling