-98.9%
VXX vs CVE
+262.2%
-361.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.5% | +3.0% |
| 7D | +7.2% | +1.6% | +5.5% | +8.1% |
| 30D | -5.8% | +11.7% | -17.6% | 0.0% |
| 3M | -29.0% | +18.2% | -47.2% | -22.4% |
| 6M | -44.0% | +48.8% | -92.8% | -30.3% |
| YTD | -28.7% | +99.4% | -128.1% | +5.7% |
| 1Y | -45.2% | +97.9% | -143.0% | -18.3% |
| 3Y | -77.8% | +76.3% | -154.1% | -64.2% |
| 5Y | -95.6% | +344.6% | -440.3% | -86.1% |
| All | -98.9% | +262.2% | -361.2% | -95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling