-24.4%
CLF vs BOXX
+18.4%
-42.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +6.5% | 0.0% | +6.5% | +6.5% |
| 30D | +0.2% | +0.3% | -0.1% | -0.4% |
| 3M | -3.1% | +1.0% | -4.1% | -4.9% |
| 6M | +25.0% | +1.9% | +23.1% | +20.7% |
| YTD | -7.5% | +2.6% | -10.1% | -12.0% |
| 1Y | +11.5% | +4.0% | +7.5% | +5.4% |
| 3Y | -13.7% | +14.6% | -28.3% | -18.6% |
| All | -24.4% | +18.4% | -42.8% | -46.1% |
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 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