+48.9%
CIEN vs VXX
-51.0%
+99.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -9.6% | +0.4% | -14.0% |
| 7D | -25.0% | -4.1% | -20.9% | -26.2% |
| 30D | -30.1% | -0.8% | -29.3% | -29.1% |
| 3M | -33.8% | -19.8% | -14.0% | -38.8% |
| 6M | -49.4% | -40.5% | -9.0% | -58.4% |
| YTD | +16.4% | -35.5% | +52.0% | +4.7% |
| 1Y | +48.9% | -51.1% | +100.0% | +11.3% |
| All | +48.9% | -51.0% | +99.9% | +11.3% |
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