+4.5%
CI vs BOXX
+14.6%
-10.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -1.3% | 0.0% | -1.4% | -1.4% |
| 30D | +3.1% | +0.3% | +2.9% | +2.8% |
| 3M | -4.5% | +1.0% | -5.5% | -5.5% |
| 6M | +8.3% | +1.9% | +6.3% | +7.0% |
| YTD | +3.8% | +2.6% | +1.2% | +2.9% |
| 1Y | -5.0% | +4.0% | -9.0% | -4.4% |
| All | +4.5% | +14.6% | -10.1% | +30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling