-57.6%
VXX vs CYCU
-99.9%
+42.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.5% |
| 7D | -3.5% | -8.1% | +4.6% | -3.6% |
| 30D | -13.6% | -43.0% | +29.4% | -14.2% |
| 3M | -24.6% | -50.8% | +26.2% | -22.4% |
| 6M | -39.9% | -74.1% | +34.3% | -38.9% |
| YTD | -33.1% | -84.0% | +50.9% | -33.0% |
| 1Y | -49.9% | -92.2% | +42.3% | -48.2% |
| All | -57.6% | -99.9% | +42.3% | -66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling