+238.5%
CEG vs BOXX
+18.5%
+220.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.6% |
| 7D | -4.8% | +0.1% | -4.8% | -5.0% |
| 30D | +2.3% | +0.3% | +2.0% | +0.9% |
| 3M | +15.6% | +1.0% | +14.6% | +10.2% |
| 6M | -5.0% | +1.9% | -6.9% | -13.2% |
| YTD | -19.0% | +2.7% | -21.7% | -29.4% |
| 1Y | -10.0% | +4.0% | -14.0% | -27.2% |
| 3Y | +163.9% | +14.7% | +149.3% | +119.2% |
| All | +238.5% | +18.5% | +220.0% | +234.2% |
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