+22.6%
CL vs BOXX
+18.4%
+4.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | -5.2% | +0.3% | -5.5% | -5.4% |
| 3M | +3.3% | +1.0% | +2.3% | +2.8% |
| 6M | -4.4% | +1.9% | -6.3% | -5.1% |
| YTD | +13.9% | +2.6% | +11.3% | +12.6% |
| 1Y | +7.6% | +4.0% | +3.6% | +5.3% |
| 3Y | +29.6% | +14.6% | +15.0% | +26.0% |
| All | +22.6% | +18.4% | +4.2% | +37.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling