+111.8%
CFG vs BOXX
+18.5%
+93.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.3% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | -4.6% | +0.3% | -5.0% | -4.3% |
| 3M | +6.7% | +1.0% | +5.6% | +7.7% |
| 6M | +22.1% | +1.9% | +20.2% | +24.3% |
| YTD | +23.2% | +2.7% | +20.5% | +26.0% |
| 1Y | +40.3% | +4.0% | +36.2% | +45.1% |
| 3Y | +187.9% | +14.7% | +173.2% | +390.6% |
| All | +111.8% | +18.5% | +93.4% | +520.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling