-50.5%
CPNG vs VXX
-95.6%
+45.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.3% | +7.4% | +2.1% |
| 7D | -1.1% | +2.0% | -3.1% | -0.6% |
| 30D | -7.4% | -7.1% | -0.3% | -8.7% |
| 3M | -12.3% | -28.6% | +16.3% | -18.3% |
| 6M | -19.4% | -44.0% | +24.5% | -27.7% |
| YTD | -35.9% | -31.7% | -4.2% | -39.2% |
| 1Y | -53.4% | -46.3% | -7.1% | -57.6% |
| 3Y | -20.0% | -78.3% | +58.3% | -33.5% |
| All | -50.5% | -95.6% | +45.2% | -73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling