-20.0%
CPNG vs VXX
-78.4%
+58.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.3% | +7.4% | +2.4% |
| 7D | -1.1% | +2.0% | -3.1% | -0.7% |
| 30D | -7.4% | -7.1% | -0.3% | -8.4% |
| 3M | -12.3% | -28.6% | +16.3% | -16.8% |
| 6M | -19.4% | -44.0% | +24.5% | -25.6% |
| YTD | -35.9% | -31.7% | -4.2% | -38.5% |
| 1Y | -53.4% | -46.3% | -7.1% | -56.4% |
| 3Y | -20.0% | -78.3% | +58.3% | -28.6% |
| All | -20.0% | -78.4% | +58.4% | -28.6% |
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