-95.6%
VXX vs CVE
+350.0%
-445.6%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +2.1% |
| 7D | +1.6% | +2.0% | -0.4% | +2.5% |
| 30D | -9.5% | +13.2% | -22.6% | -3.8% |
| 3M | -27.3% | +21.7% | -49.0% | -20.1% |
| 6M | -43.3% | +48.4% | -91.7% | -30.4% |
| YTD | -30.9% | +100.1% | -131.0% | +1.1% |
| 1Y | -47.2% | +107.8% | -155.0% | -20.2% |
| 3Y | -78.5% | +76.9% | -155.4% | -64.6% |
| 5Y | -95.6% | +346.2% | -441.8% | -82.4% |
| All | -95.6% | +350.0% | -445.6% | -82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling