+1,543.3%
CIEN vs VXX
-99.0%
+1,642.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -4.3% | +8.8% | +3.4% |
| 7D | +8.9% | +2.0% | +6.9% | +9.5% |
| 30D | -19.1% | -7.1% | -12.0% | -20.5% |
| 3M | -21.5% | -28.6% | +7.1% | -27.2% |
| 6M | +2.8% | -44.0% | +46.8% | -8.7% |
| YTD | +49.5% | -31.7% | +81.2% | +41.4% |
| 1Y | +163.8% | -46.3% | +210.2% | +139.8% |
| 3Y | +615.8% | -78.3% | +694.1% | +531.4% |
| 5Y | +548.4% | -95.8% | +644.2% | +341.7% |
| All | +1,543.3% | -99.0% | +1,642.3% | +940.0% |
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