+493.7%
CDE vs BOXX
+18.5%
+475.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.1% | +1.2% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | +9.5% | +0.3% | +9.2% | +9.3% |
| 3M | +25.5% | +1.0% | +24.4% | +23.4% |
| 6M | -7.9% | +1.9% | -9.8% | -10.9% |
| YTD | +15.6% | +2.7% | +12.9% | +12.5% |
| 1Y | +34.0% | +4.0% | +30.0% | +36.1% |
| 3Y | +791.9% | +14.7% | +777.3% | +1,072.8% |
| All | +493.7% | +18.5% | +475.3% | +446.9% |
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