+20.0%
CNC vs VXX
-99.0%
+119.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.3% | +5.8% | +1.0% |
| 7D | -0.9% | +2.0% | -2.9% | -0.6% |
| 30D | -1.0% | -7.1% | +6.1% | -1.9% |
| 3M | +4.5% | -28.6% | +33.2% | +0.2% |
| 6M | +85.2% | -44.0% | +129.2% | +72.8% |
| YTD | +61.4% | -31.7% | +93.1% | +55.7% |
| 1Y | +94.9% | -46.3% | +141.2% | +83.1% |
| 3Y | 0.0% | -78.3% | +78.3% | -11.9% |
| 5Y | +11.2% | -95.8% | +107.0% | -22.5% |
| All | +20.0% | -99.0% | +119.0% | -22.0% |
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