-98.9%
VXX vs CRL
+157.7%
-256.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.9% | +5.1% | +1.6% |
| 7D | +7.2% | -6.9% | +14.1% | +1.1% |
| 30D | -5.8% | -3.2% | -2.6% | -7.9% |
| 3M | -29.0% | +46.5% | -75.6% | -0.9% |
| 6M | -44.0% | +63.1% | -107.1% | -12.0% |
| YTD | -28.7% | +36.9% | -65.5% | -1.3% |
| 1Y | -45.2% | +78.1% | -123.3% | -2.0% |
| 3Y | -77.8% | +36.7% | -114.5% | -59.2% |
| 5Y | -95.6% | -38.1% | -57.5% | -96.4% |
| All | -98.9% | +157.7% | -256.6% | -86.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling