+78.8%
CNQ vs VXX
-78.4%
+157.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | -0.9% |
| 7D | +0.1% | +2.0% | -1.9% | +0.3% |
| 30D | +6.2% | -7.1% | +13.3% | +5.5% |
| 3M | +12.4% | -28.6% | +41.0% | +8.9% |
| 6M | +9.0% | -44.0% | +53.0% | +3.5% |
| YTD | +52.2% | -31.7% | +83.9% | +48.6% |
| 1Y | +65.0% | -46.3% | +111.4% | +57.4% |
| 3Y | +78.8% | -78.3% | +157.1% | +68.1% |
| All | +78.8% | -78.4% | +157.2% | +68.1% |
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