+615.8%
CIEN vs VXX
-78.4%
+694.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -4.3% | +8.8% | +3.0% |
| 7D | +8.9% | +2.0% | +6.9% | +9.7% |
| 30D | -19.1% | -7.1% | -12.0% | -21.0% |
| 3M | -21.5% | -28.6% | +7.1% | -28.9% |
| 6M | +2.8% | -44.0% | +46.8% | -12.3% |
| YTD | +49.5% | -31.7% | +81.2% | +38.4% |
| 1Y | +163.8% | -46.3% | +210.2% | +131.6% |
| 3Y | +615.8% | -78.3% | +694.1% | +504.3% |
| All | +615.8% | -78.4% | +694.2% | +504.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling