-43.6%
CPNG vs VXX
-51.1%
+7.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -9.6% | +21.6% | +9.0% |
| 7D | +20.8% | -4.1% | +24.9% | +19.8% |
| 30D | +20.1% | -0.8% | +20.9% | +20.4% |
| 3M | +1.6% | -19.8% | +21.4% | -3.7% |
| 6M | -15.8% | -40.5% | +24.7% | -26.1% |
| YTD | -27.7% | -35.5% | +7.8% | -33.2% |
| All | -43.6% | -51.1% | +7.5% | -50.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling