+611.6%
CIEN vs BOXX
+18.5%
+593.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | 0.0% | +4.4% | +4.7% |
| 7D | +8.9% | +0.1% | +8.8% | +9.1% |
| 30D | -19.1% | +0.3% | -19.4% | -17.8% |
| 3M | -21.5% | +1.0% | -22.5% | -17.8% |
| 6M | +2.8% | +1.9% | +0.9% | +9.5% |
| YTD | +49.5% | +2.7% | +46.8% | +59.4% |
| 1Y | +163.8% | +4.0% | +159.8% | +187.9% |
| 3Y | +615.8% | +14.7% | +601.2% | +1,122.8% |
| All | +611.6% | +18.5% | +593.1% | +1,571.6% |
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