+59.8%
CB vs BOXX
+18.4%
+41.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -0.6% | 0.0% | -0.6% | -0.6% |
| 30D | -3.9% | +0.3% | -4.2% | -3.4% |
| 3M | +4.9% | +1.0% | +3.9% | +6.6% |
| 6M | +3.3% | +1.9% | +1.3% | +6.9% |
| YTD | +8.5% | +2.6% | +5.9% | +13.8% |
| 1Y | +22.1% | +4.0% | +18.0% | +30.7% |
| 3Y | +70.1% | +14.6% | +55.5% | +146.0% |
| All | +59.8% | +18.4% | +41.4% | +251.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling