+545.1%
CDNS vs VXX
-99.0%
+644.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.3% | +5.8% | +0.4% |
| 7D | -1.1% | +2.0% | -3.1% | -0.6% |
| 30D | -10.4% | -7.1% | -3.4% | -12.0% |
| 3M | -24.6% | -28.6% | +4.0% | -30.3% |
| 6M | -1.6% | -44.0% | +42.4% | -13.4% |
| YTD | -7.4% | -31.7% | +24.3% | -12.9% |
| 1Y | -18.4% | -46.3% | +27.9% | -26.8% |
| 3Y | +19.0% | -78.3% | +97.2% | +0.4% |
| 5Y | +73.4% | -95.8% | +169.2% | +7.5% |
| All | +545.1% | -99.0% | +644.0% | +268.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling