+80.0%
CDNS vs BOXX
+18.4%
+61.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -6.5% | 0.0% | -6.6% | -6.5% |
| 30D | -13.0% | +0.3% | -13.3% | -12.6% |
| 3M | -26.0% | +1.0% | -27.0% | -24.9% |
| 6M | -2.8% | +1.9% | -4.8% | -0.1% |
| YTD | -8.8% | +2.6% | -11.5% | -5.6% |
| 1Y | -15.8% | +4.0% | -19.8% | -10.7% |
| 3Y | +19.7% | +14.6% | +5.1% | +117.3% |
| All | +80.0% | +18.4% | +61.5% | +437.5% |
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