+80.0%
CHRW vs BOXX
+18.4%
+61.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +4.1% | +0.1% | +4.0% | +4.3% |
| 30D | +1.9% | +0.3% | +1.6% | +3.3% |
| 3M | -21.2% | +1.0% | -22.1% | -17.7% |
| 6M | -16.7% | +1.9% | -18.6% | -9.4% |
| YTD | -5.4% | +2.6% | -8.0% | +6.3% |
| 1Y | +21.2% | +4.0% | +17.2% | +46.4% |
| 3Y | +86.5% | +14.6% | +71.9% | +263.9% |
| All | +80.0% | +18.4% | +61.6% | +428.3% |
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