-10.7%
CI vs BOXX
+18.4%
-29.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -2.0% | 0.0% | -2.0% | -2.0% |
| 30D | -1.8% | +0.3% | -2.1% | -1.8% |
| 3M | -4.2% | +1.0% | -5.2% | -4.1% |
| 6M | +2.7% | +1.9% | +0.8% | +3.6% |
| YTD | +1.9% | +2.6% | -0.7% | +3.8% |
| 1Y | -6.3% | +4.0% | -10.3% | -1.9% |
| 3Y | +3.9% | +14.6% | -10.7% | +52.0% |
| All | -10.7% | +18.4% | -29.1% | +45.4% |
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 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