-7.5%
CDW vs BOXX
+18.5%
-26.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | 0.0% | +7.8% | +7.8% |
| 7D | +0.9% | +0.1% | +0.9% | +0.9% |
| 30D | +13.1% | +0.3% | +12.8% | +13.1% |
| 3M | +19.7% | +1.0% | +18.6% | +20.0% |
| 6M | +30.7% | +1.9% | +28.8% | +31.3% |
| YTD | +14.7% | +2.7% | +12.0% | +15.5% |
| 1Y | -5.3% | +4.0% | -9.4% | -4.0% |
| 3Y | -23.8% | +14.7% | -38.5% | -14.7% |
| All | -7.5% | +18.5% | -26.0% | +19.8% |
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