+255.5%
CEG vs BOXX
+18.4%
+237.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +6.7% | 0.0% | +6.7% | +6.6% |
| 30D | +11.0% | +0.3% | +10.7% | +9.3% |
| 3M | +19.5% | +1.0% | +18.5% | +14.0% |
| 6M | -5.9% | +1.9% | -7.8% | -14.1% |
| YTD | -15.0% | +2.6% | -17.6% | -25.7% |
| 1Y | +0.6% | +4.0% | -3.4% | -18.6% |
| 3Y | +180.6% | +14.6% | +166.0% | +133.6% |
| All | +255.5% | +18.4% | +237.0% | +251.8% |
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 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