-45.9%
VXX vs CGNX
+34.8%
-80.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.8% | -8.0% | -5.6% |
| 7D | +4.0% | -2.5% | +6.6% | +4.7% |
| 30D | +6.4% | -16.3% | +22.7% | +3.1% |
| 3M | -11.5% | -17.7% | +6.2% | -14.0% |
| 6M | -37.7% | -22.9% | -14.8% | -39.2% |
| YTD | -32.9% | +44.4% | -77.3% | -17.1% |
| 1Y | -45.9% | +35.6% | -81.4% | -37.4% |
| All | -45.9% | +34.8% | -80.6% | -37.4% |
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