-99.0%
VXX vs CVE
+215.4%
-314.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.5% | +4.1% |
| 7D | -17.5% | +4.6% | -22.2% | -15.4% |
| 30D | +9.8% | -12.0% | +21.8% | +2.7% |
| 3M | -5.9% | -3.8% | -2.1% | -7.5% |
| 6M | -34.1% | -2.7% | -31.4% | -34.8% |
| YTD | -30.8% | +73.6% | -104.4% | -4.6% |
| 1Y | -44.4% | +62.0% | -106.4% | -26.1% |
| 3Y | -77.0% | +72.7% | -149.8% | -63.3% |
| 5Y | -94.4% | +153.9% | -248.3% | -87.1% |
| All | -99.0% | +215.4% | -314.3% | -96.0% |
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 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