+61.7%
CF vs BOXX
+4.0%
+57.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.3% | -3.8% |
| 7D | +6.0% | +0.1% | +6.0% | +5.0% |
| 30D | +14.8% | +0.4% | +14.5% | +8.3% |
| 3M | +14.1% | +1.0% | +13.0% | -4.2% |
| 6M | +28.5% | +2.0% | +26.6% | -10.6% |
| YTD | +74.9% | +2.6% | +72.3% | +4.9% |
| 1Y | +61.7% | +4.1% | +57.6% | -21.4% |
| All | +61.7% | +4.0% | +57.6% | -21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling