-10.0%
CEG vs VXX
-46.7%
+36.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.9% | -1.4% |
| 7D | -4.8% | +2.0% | -6.7% | -4.3% |
| 30D | +2.3% | -7.1% | +9.4% | +0.7% |
| 3M | +15.6% | -28.6% | +44.2% | +7.4% |
| 6M | -5.0% | -44.0% | +39.0% | -14.7% |
| YTD | -19.0% | -31.7% | +12.7% | -22.1% |
| 1Y | -10.0% | -46.3% | +36.4% | -14.3% |
| All | -10.0% | -46.7% | +36.7% | -14.3% |
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