-44.0%
VXX vs CRL
+56.9%
-100.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.9% | +5.1% | +2.6% |
| 7D | +7.2% | -6.9% | +14.1% | +4.9% |
| 30D | -5.8% | -3.2% | -2.6% | -6.6% |
| 3M | -29.0% | +46.5% | -75.6% | -19.8% |
| 6M | -44.0% | +63.1% | -107.1% | -31.6% |
| All | -44.0% | +56.9% | -100.9% | -31.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling