-98.9%
VXX vs CVE
+217.5%
-316.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.6% |
| 7D | -14.7% | +5.9% | -20.6% | -11.9% |
| 30D | +8.9% | -10.9% | +19.7% | +2.6% |
| 3M | -4.5% | -4.5% | 0.0% | -6.6% |
| 6M | -34.0% | -1.0% | -33.0% | -34.1% |
| YTD | -29.2% | +74.7% | -104.0% | -2.0% |
| 1Y | -46.8% | +65.8% | -112.6% | -28.5% |
| 3Y | -76.2% | +73.2% | -149.4% | -62.0% |
| 5Y | -94.3% | +155.6% | -249.9% | -86.7% |
| All | -98.9% | +217.5% | -316.4% | -95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling