-99.0%
VXX vs CP
+158.7%
-257.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +0.2% |
| 7D | +1.6% | +0.6% | +1.0% | +2.4% |
| 30D | -9.5% | -0.5% | -9.0% | -9.8% |
| 3M | -27.3% | +0.1% | -27.4% | -27.4% |
| 6M | -43.3% | +7.8% | -51.1% | -36.4% |
| YTD | -30.9% | +22.9% | -53.7% | -5.9% |
| 1Y | -47.2% | +21.3% | -68.5% | -28.5% |
| 3Y | -78.5% | +20.4% | -98.9% | -66.0% |
| 5Y | -95.6% | +34.9% | -130.5% | -90.1% |
| All | -99.0% | +158.7% | -257.7% | -86.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling