-49.1%
VXX vs CRBG
+5.5%
-54.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | 0.0% |
| 7D | -3.5% | +5.7% | -9.2% | +0.7% |
| 30D | -13.6% | +2.6% | -16.2% | -11.7% |
| 3M | -24.6% | +31.6% | -56.2% | -5.6% |
| 6M | -39.9% | +32.8% | -72.7% | -21.6% |
| YTD | -33.1% | +16.5% | -49.5% | -20.1% |
| All | -49.1% | +5.5% | -54.6% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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