+78.9%
CNP vs VXX
-99.0%
+177.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | -0.6% |
| 7D | -1.4% | +2.0% | -3.4% | -1.1% |
| 30D | -2.9% | -7.1% | +4.2% | -3.8% |
| 3M | -7.5% | -28.6% | +21.1% | -11.2% |
| 6M | -7.9% | -44.0% | +36.1% | -13.9% |
| YTD | +3.7% | -31.7% | +35.5% | +0.1% |
| 1Y | +4.6% | -46.3% | +50.9% | -1.7% |
| 3Y | +49.1% | -78.3% | +127.4% | +32.4% |
| 5Y | +69.2% | -95.8% | +165.1% | +21.2% |
| All | +78.9% | -99.0% | +177.9% | +13.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling