-11.7%
CDNS vs VXX
-10.7%
-1.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2026-08-11 to 2026-09-11.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.3% | +5.8% | -1.0% |
| 7D | -1.1% | +2.0% | -3.1% | +0.7% |
| 30D | -10.4% | -7.1% | -3.4% | -14.7% |
| All | -11.7% | -10.7% | -1.0% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 2026-08-11 to 2026-09-11: compounded portfolio wealth divided by compounded VXX 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…
2026-08-11 to 2026-09-11 analysis · Full analysis span regression · Available span rolling