-46.3%
VXX vs CGNX
+45.2%
-91.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.1% | -8.4% | -3.0% |
| 7D | +2.0% | +3.2% | -1.2% | +3.1% |
| 30D | -7.1% | +6.0% | -13.1% | -5.0% |
| 3M | -28.6% | +3.5% | -32.2% | -26.6% |
| 6M | -44.0% | +26.3% | -70.3% | -37.7% |
| YTD | -31.7% | +79.2% | -111.0% | -10.9% |
| 1Y | -46.3% | +43.8% | -90.1% | -35.6% |
| All | -46.3% | +45.2% | -91.5% | -35.6% |
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