-99.0%
VXX vs CNI
+80.3%
-179.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.2% | -2.9% |
| 7D | +2.0% | -0.4% | +2.3% | +1.5% |
| 30D | -7.1% | -2.7% | -4.4% | -10.7% |
| 3M | -28.6% | +3.9% | -32.6% | -24.7% |
| 6M | -44.0% | +16.4% | -60.3% | -28.4% |
| YTD | -31.7% | +25.8% | -57.5% | -0.2% |
| 1Y | -46.3% | +32.4% | -78.7% | -14.1% |
| 3Y | -78.3% | +19.1% | -97.3% | -65.6% |
| 5Y | -95.8% | +13.6% | -109.4% | -92.6% |
| All | -99.0% | +80.3% | -179.3% | -91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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