-95.7%
VXX vs CPB
-41.0%
-54.7%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.6% | -4.3% |
| 7D | +2.0% | -1.8% | +3.8% | +1.9% |
| 30D | -7.1% | -7.1% | 0.0% | -7.3% |
| 3M | -28.6% | -6.0% | -22.6% | -28.7% |
| 6M | -44.0% | -5.3% | -38.7% | -44.1% |
| YTD | -31.7% | -20.8% | -10.9% | -32.7% |
| 1Y | -46.3% | -33.8% | -12.5% | -48.3% |
| 3Y | -78.3% | -43.7% | -34.5% | -79.0% |
| All | -95.7% | -41.0% | -54.7% | -95.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling