-51.1%
VXX vs CYCU
-89.2%
+38.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.2% | -8.5% | -9.7% |
| 7D | -4.1% | +1.2% | -5.3% | -4.1% |
| 30D | -0.8% | -31.5% | +30.7% | -1.3% |
| 3M | -19.8% | -62.0% | +42.3% | -20.6% |
| 6M | -40.5% | -67.4% | +26.9% | -39.3% |
| YTD | -35.5% | -88.6% | +53.0% | -34.6% |
| 1Y | -51.1% | -88.5% | +37.4% | -50.3% |
| All | -51.1% | -89.2% | +38.1% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CYCU.
Daily Out/Under-Performance
Portfolio return minus CYCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CYCU 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 1y: compounded portfolio wealth divided by compounded CYCU 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…
1y analysis · Full analysis span regression · 6 months rolling