-14.4%
CDW vs BOXX
+18.4%
-32.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -4.2% | +0.1% | -4.3% | -4.2% |
| 30D | +4.9% | +0.3% | +4.5% | +4.9% |
| 3M | +7.3% | +1.0% | +6.3% | +7.6% |
| 6M | +19.2% | +1.9% | +17.2% | +19.8% |
| YTD | +6.2% | +2.6% | +3.6% | +7.0% |
| 1Y | -14.0% | +4.0% | -18.0% | -12.8% |
| 3Y | -30.0% | +14.6% | -44.6% | -21.5% |
| All | -14.4% | +18.4% | -32.8% | +10.9% |
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