-46.3%
VXX vs CVE
+99.3%
-145.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -4.3% |
| 7D | +2.0% | +2.3% | -0.3% | +2.1% |
| 30D | -7.1% | +9.7% | -16.8% | -6.7% |
| 3M | -28.6% | +16.9% | -45.5% | -28.4% |
| 6M | -44.0% | +41.4% | -85.4% | -40.1% |
| YTD | -31.7% | +98.0% | -129.7% | -15.6% |
| 1Y | -46.3% | +98.2% | -144.6% | -35.6% |
| All | -46.3% | +99.3% | -145.7% | -35.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling