-99.0%
VXX vs CRL
+162.7%
-261.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.9% | -6.2% | -2.7% |
| 7D | +2.0% | -3.5% | +5.5% | -0.9% |
| 30D | -7.1% | -2.1% | -4.9% | -8.3% |
| 3M | -28.6% | +48.0% | -76.6% | +0.5% |
| 6M | -44.0% | +64.7% | -108.7% | -11.2% |
| YTD | -31.7% | +39.5% | -71.2% | -3.9% |
| 1Y | -46.3% | +74.2% | -120.5% | -6.1% |
| 3Y | -78.3% | +39.4% | -117.6% | -59.3% |
| 5Y | -95.8% | -36.9% | -58.9% | -96.5% |
| All | -99.0% | +162.7% | -261.6% | -86.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling