-99.0%
VXX vs CPB
-36.9%
-62.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.2% | +1.8% |
| 7D | +1.6% | -8.0% | +9.5% | 0.0% |
| 30D | -9.5% | -2.4% | -7.0% | -9.8% |
| 3M | -27.3% | +0.5% | -27.8% | -27.1% |
| 6M | -43.3% | -10.5% | -32.8% | -44.5% |
| YTD | -30.9% | -17.5% | -13.3% | -33.6% |
| 1Y | -47.2% | -31.0% | -16.1% | -51.5% |
| 3Y | -78.5% | -40.6% | -37.9% | -80.5% |
| 5Y | -95.6% | -37.7% | -57.9% | -95.9% |
| All | -99.0% | -36.9% | -62.1% | -99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling