+18.8%
CLF vs BOXX
+4.0%
+14.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.7% | +1.6% |
| 7D | +7.6% | +0.1% | +7.5% | +7.0% |
| 30D | -1.2% | +0.4% | -1.6% | -4.4% |
| 3M | -13.4% | +1.0% | -14.4% | -21.2% |
| 6M | +15.4% | +2.0% | +13.5% | -6.7% |
| YTD | -5.9% | +2.6% | -8.5% | -35.2% |
| 1Y | +18.8% | +4.1% | +14.8% | -28.5% |
| All | +18.8% | +4.0% | +14.8% | -28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling