-49.9%
VXX vs CGNX
+42.4%
-92.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +1.3% |
| 7D | -3.5% | +3.0% | -6.4% | -2.6% |
| 30D | -13.6% | -11.8% | -1.8% | -16.9% |
| 3M | -24.6% | -3.6% | -21.0% | -23.8% |
| 6M | -39.9% | +17.4% | -57.3% | -34.1% |
| YTD | -33.1% | +73.7% | -106.8% | -13.7% |
| 1Y | -49.9% | +41.5% | -91.4% | -40.7% |
| All | -49.9% | +42.4% | -92.3% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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