-27.2%
CLF vs BOXX
+18.4%
-45.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -3.7% | 0.0% | -3.7% | -3.7% |
| 30D | -4.7% | +0.3% | -5.0% | -5.2% |
| 3M | -4.7% | +1.0% | -5.7% | -6.5% |
| 6M | +24.0% | +1.9% | +22.1% | +19.7% |
| YTD | -10.9% | +2.6% | -13.6% | -15.3% |
| 1Y | +4.0% | +4.0% | 0.0% | -1.7% |
| 3Y | -16.9% | +14.6% | -31.5% | -21.6% |
| All | -27.2% | +18.4% | -45.6% | -48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling