+60.8%
CB vs BOXX
+18.4%
+42.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -2.8% | 0.0% | -2.8% | -2.7% |
| 30D | -2.4% | +0.3% | -2.7% | -2.0% |
| 3M | +2.8% | +1.0% | +1.8% | +4.4% |
| 6M | +4.8% | +1.9% | +2.8% | +8.4% |
| YTD | +9.2% | +2.6% | +6.5% | +14.5% |
| 1Y | +22.8% | +4.0% | +18.8% | +31.4% |
| 3Y | +71.1% | +14.6% | +56.5% | +147.5% |
| All | +60.8% | +18.4% | +42.4% | +254.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 5y: compounded portfolio wealth divided by compounded BOXX 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…
5y analysis · Full analysis span regression · 6 months rolling