+42.9%
CGNX vs BOXX
+18.5%
+24.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.1% | +4.1% |
| 7D | +3.2% | +0.1% | +3.1% | +3.2% |
| 30D | +6.0% | +0.3% | +5.7% | +6.2% |
| 3M | +3.5% | +1.0% | +2.5% | +4.1% |
| 6M | +26.3% | +1.9% | +24.4% | +26.2% |
| YTD | +79.2% | +2.7% | +76.6% | +77.8% |
| 1Y | +43.8% | +4.0% | +39.8% | +41.7% |
| 3Y | +52.0% | +14.7% | +37.3% | +46.8% |
| All | +42.9% | +18.5% | +24.5% | +50.8% |
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 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