-33.8%
CCI vs BOXX
+18.4%
-52.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.8% |
| 7D | -4.4% | 0.0% | -4.4% | -4.7% |
| 30D | +0.3% | +0.3% | 0.0% | -1.7% |
| 3M | -20.0% | +1.0% | -20.9% | -25.3% |
| 6M | -14.5% | +1.9% | -16.5% | -24.8% |
| YTD | -14.9% | +2.6% | -17.5% | -27.6% |
| 1Y | -17.7% | +4.0% | -21.7% | -34.1% |
| 3Y | -12.4% | +14.6% | -27.0% | -41.8% |
| All | -33.8% | +18.4% | -52.2% | -45.4% |
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