+14.7%
BOXX vs COO
-38.7%
+53.3%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +0.1% | -22.5% | +22.6% | +0.1% |
| 30D | +0.3% | -29.7% | +30.1% | +0.3% |
| 3M | +1.0% | -20.1% | +21.2% | +1.1% |
| 6M | +1.9% | -26.9% | +28.8% | +1.9% |
| YTD | +2.7% | -34.2% | +36.9% | +2.7% |
| 1Y | +4.0% | -21.3% | +25.3% | +4.1% |
| 3Y | +14.7% | -38.7% | +53.3% | +14.7% |
| All | +14.7% | -38.7% | +53.3% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 3y: compounded portfolio wealth divided by compounded COO 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…
3y analysis · Full analysis span regression · 6 months rolling