-46.8%
CPNG vs VXX
-51.1%
+4.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.3% |
| 7D | -7.4% | -3.5% | -4.0% | -8.2% |
| 30D | -4.4% | -13.6% | +9.2% | -7.8% |
| 3M | -7.5% | -24.6% | +17.1% | -13.3% |
| 6M | -19.9% | -39.9% | +19.9% | -28.2% |
| YTD | -35.2% | -33.1% | -2.1% | -39.8% |
| 1Y | -46.8% | -49.9% | +3.1% | -52.2% |
| All | -46.8% | -51.1% | +4.3% | -52.2% |
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