-99.0%
VXX vs CVE
+251.7%
-350.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | -0.1% |
| 7D | -3.5% | +2.5% | -6.0% | -2.2% |
| 30D | -13.6% | +16.7% | -30.3% | -6.0% |
| 3M | -24.6% | +9.3% | -33.9% | -20.8% |
| 6M | -39.9% | +43.6% | -83.5% | -26.4% |
| YTD | -33.1% | +93.6% | -126.6% | -2.4% |
| 1Y | -49.9% | +98.8% | -148.7% | -25.0% |
| 3Y | -79.1% | +73.6% | -152.7% | -66.6% |
| 5Y | -95.6% | +312.5% | -408.0% | -86.4% |
| All | -99.0% | +251.7% | -350.7% | -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