-95.7%
VXX vs CRS
+1,363.4%
-1,459.1%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.1% | -3.2% | -4.9% |
| 7D | +2.0% | -6.8% | +8.7% | -1.9% |
| 30D | -7.1% | -16.1% | +9.0% | -15.7% |
| 3M | -28.6% | -21.2% | -7.5% | -37.1% |
| 6M | -44.0% | +8.7% | -52.7% | -38.4% |
| YTD | -31.7% | +41.0% | -72.7% | -11.9% |
| 1Y | -46.3% | +82.7% | -129.0% | -16.9% |
| 3Y | -78.3% | +604.8% | -683.0% | -15.2% |
| All | -95.7% | +1,363.4% | -1,459.1% | -72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling