-2.7%
CEG vs VXX
-51.1%
+48.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.3% | +5.0% |
| 7D | +8.0% | -3.5% | +11.5% | +7.1% |
| 30D | +12.9% | -13.6% | +26.5% | +9.2% |
| 3M | +13.2% | -24.6% | +37.8% | +6.6% |
| 6M | -7.0% | -39.9% | +32.9% | -14.4% |
| YTD | -15.0% | -33.1% | +18.1% | -18.6% |
| 1Y | -2.7% | -49.9% | +47.2% | -8.4% |
| All | -2.7% | -51.1% | +48.4% | -8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling