-99.0%
VXX vs CGNX
+1.8%
-100.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.1% | -8.4% | -1.2% |
| 7D | +2.0% | +3.2% | -1.2% | +4.6% |
| 30D | -7.1% | +6.0% | -13.1% | -2.5% |
| 3M | -28.6% | +3.5% | -32.2% | -24.9% |
| 6M | -44.0% | +26.3% | -70.3% | -28.7% |
| YTD | -31.7% | +79.2% | -111.0% | +17.9% |
| 1Y | -46.3% | +43.8% | -90.1% | -20.2% |
| 3Y | -78.3% | +52.0% | -130.2% | -54.8% |
| 5Y | -95.8% | -24.0% | -71.8% | -94.4% |
| All | -99.0% | +1.8% | -100.8% | -98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling