-51.1%
VXX vs CPB
-18.4%
-32.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +5.9% | -15.6% | -10.8% |
| 7D | -4.1% | +13.0% | -17.1% | -6.8% |
| 30D | -0.8% | +20.5% | -21.3% | -5.0% |
| 3M | -19.8% | +2.2% | -22.0% | -20.8% |
| 6M | -40.5% | +15.4% | -55.9% | -43.0% |
| YTD | -35.5% | -12.3% | -23.2% | -33.7% |
| 1Y | -51.1% | -18.0% | -33.1% | -49.7% |
| All | -51.1% | -18.4% | -32.7% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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