+581.1%
CIEN vs BOXX
+18.4%
+562.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +5.4% | 0.0% | +5.3% | +5.6% |
| 30D | -13.7% | +0.3% | -14.0% | -12.4% |
| 3M | -23.0% | +1.0% | -24.0% | -19.6% |
| 6M | -0.8% | +1.9% | -2.8% | +5.4% |
| YTD | +43.1% | +2.6% | +40.4% | +52.3% |
| 1Y | +157.6% | +4.0% | +153.6% | +180.7% |
| 3Y | +593.8% | +14.6% | +579.2% | +1,085.4% |
| All | +581.1% | +18.4% | +562.7% | +1,496.7% |
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 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