-99.0%
VXX vs CPAY
+94.5%
-193.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.4% |
| 7D | +2.0% | -2.0% | +3.9% | -0.2% |
| 30D | -7.1% | -0.4% | -6.7% | -7.4% |
| 3M | -28.6% | +16.4% | -45.0% | -16.0% |
| 6M | -44.0% | +23.5% | -67.5% | -28.5% |
| YTD | -31.7% | +35.7% | -67.4% | -0.9% |
| 1Y | -46.3% | +30.2% | -76.5% | -24.4% |
| 3Y | -78.3% | +49.7% | -128.0% | -53.2% |
| 5Y | -95.8% | +56.6% | -152.4% | -88.3% |
| All | -99.0% | +94.5% | -193.5% | -94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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