-94.8%
VXX vs CVE
+150.7%
-245.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +2.7% | -8.9% | -5.0% |
| 7D | +4.0% | +0.1% | +4.0% | +4.5% |
| 30D | +6.4% | -10.8% | +17.2% | +1.2% |
| 3M | -11.5% | -4.3% | -7.1% | -12.8% |
| 6M | -37.7% | -1.5% | -36.2% | -37.7% |
| YTD | -32.9% | +70.7% | -103.7% | -8.8% |
| 1Y | -45.9% | +58.1% | -104.0% | -29.4% |
| 3Y | -77.7% | +69.8% | -147.6% | -64.2% |
| 5Y | -94.8% | +148.9% | -243.7% | -86.0% |
| All | -94.8% | +150.7% | -245.4% | -86.0% |
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