-51.1%
VXX vs CRS
-3.8%
-47.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.6% | -8.1% | -10.2% |
| 7D | -4.1% | +4.3% | -8.4% | -2.3% |
| 30D | -0.8% | -25.5% | +24.7% | -10.2% |
| 3M | -19.8% | -48.7% | +28.9% | -37.5% |
| 6M | -40.5% | -31.6% | -8.9% | -45.9% |
| YTD | -35.5% | -7.0% | -28.5% | -32.6% |
| 1Y | -51.1% | -4.5% | -46.6% | -46.9% |
| All | -51.1% | -3.8% | -47.3% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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