+39.0%
CL vs BOXX
+19.3%
+19.7%
-29.0%
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 | +3.2% | 0.0% | +3.2% | +3.2% |
| 30D | +8.0% | +0.4% | +7.7% | +8.1% |
| 3M | +7.9% | +1.0% | +6.9% | +7.7% |
| 6M | +14.7% | +2.0% | +12.7% | +14.1% |
| YTD | +29.2% | +3.4% | +25.7% | +27.7% |
| 1Y | +29.5% | +4.1% | +25.4% | +27.6% |
| 3Y | +40.7% | +14.4% | +26.3% | +35.6% |
| All | +39.0% | +19.3% | +19.7% | +55.4% |
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