-51.1%
VXX vs CRL
+85.3%
-136.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -7.3% | -2.4% | -12.3% |
| 7D | -4.1% | -12.8% | +8.6% | -9.0% |
| 30D | -0.8% | +5.0% | -5.8% | +1.7% |
| 3M | -19.8% | +39.4% | -59.2% | -6.8% |
| 6M | -40.5% | +89.4% | -129.8% | -20.2% |
| YTD | -35.5% | +63.6% | -99.1% | -19.8% |
| 1Y | -51.1% | +83.5% | -134.6% | -36.4% |
| All | -51.1% | +85.3% | -136.5% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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