-49.9%
VXX vs CRS
+102.1%
-152.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +1.2% |
| 7D | -3.5% | -0.2% | -3.3% | -3.6% |
| 30D | -13.6% | -16.6% | +3.0% | -19.1% |
| 3M | -24.6% | -3.5% | -21.1% | -24.5% |
| 6M | -39.9% | +15.4% | -55.3% | -33.0% |
| YTD | -33.1% | +51.2% | -84.3% | -19.8% |
| 1Y | -49.9% | +98.3% | -148.2% | -34.4% |
| All | -49.9% | +102.1% | -152.0% | -34.4% |
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