-95.7%
VXX vs CP
+34.9%
-130.5%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.7% | -3.8% |
| 7D | +2.0% | -2.6% | +4.6% | -0.9% |
| 30D | -7.1% | -3.7% | -3.4% | -10.8% |
| 3M | -28.6% | +0.1% | -28.8% | -28.5% |
| 6M | -44.0% | +7.8% | -51.8% | -37.8% |
| YTD | -31.7% | +21.7% | -53.4% | -11.4% |
| 1Y | -46.3% | +18.6% | -65.0% | -31.8% |
| 3Y | -78.3% | +17.5% | -95.8% | -67.8% |
| All | -95.7% | +34.9% | -130.5% | -89.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling