+626.9%
CEG vs VXX
-94.1%
+721.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -1.3% |
| 7D | +1.3% | +1.6% | -0.2% | +1.7% |
| 30D | +8.8% | -9.5% | +18.3% | +6.4% |
| 3M | +17.0% | -27.3% | +44.3% | +9.3% |
| 6M | -8.7% | -43.3% | +34.6% | -18.6% |
| YTD | -16.4% | -30.9% | +14.4% | -20.8% |
| 1Y | -1.8% | -47.2% | +45.4% | -11.4% |
| 3Y | +175.8% | -78.5% | +254.3% | +142.2% |
| All | +626.9% | -94.1% | +721.1% | +402.5% |
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