+20.4%
CL vs BOXX
+18.5%
+1.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -2.2% | +0.1% | -2.3% | -2.2% |
| 30D | -6.0% | +0.3% | -6.3% | -6.1% |
| 3M | -2.3% | +1.0% | -3.4% | -2.8% |
| 6M | -2.0% | +1.9% | -3.9% | -2.7% |
| YTD | +11.8% | +2.7% | +9.2% | +10.6% |
| 1Y | +5.8% | +4.0% | +1.8% | +3.5% |
| 3Y | +25.9% | +14.7% | +11.3% | +22.4% |
| All | +20.4% | +18.5% | +1.9% | +34.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling