-94.3%
VXX vs CRBG
+117.3%
-211.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.4% | -5.7% | -2.9% |
| 7D | +2.0% | +0.6% | +1.4% | +2.6% |
| 30D | -7.1% | +2.6% | -9.7% | -4.4% |
| 3M | -28.6% | +24.0% | -52.6% | -10.1% |
| 6M | -44.0% | +50.5% | -94.5% | -11.3% |
| YTD | -31.7% | +17.1% | -48.9% | -14.6% |
| 1Y | -46.3% | +5.9% | -52.2% | -38.4% |
| 3Y | -78.3% | +122.7% | -201.0% | -38.1% |
| All | -94.3% | +117.3% | -211.6% | -82.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling