+3,126.7%
CLS vs BOXX
+18.5%
+3,108.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | 0.0% | +6.5% | +6.6% |
| 7D | +10.9% | +0.1% | +10.9% | +11.0% |
| 30D | +2.1% | +0.3% | +1.8% | +2.7% |
| 3M | -10.2% | +1.0% | -11.2% | -10.0% |
| 6M | +30.4% | +1.9% | +28.4% | +27.6% |
| YTD | +17.2% | +2.7% | +14.5% | +12.2% |
| 1Y | +41.0% | +4.0% | +37.0% | +33.0% |
| 3Y | +1,338.0% | +14.7% | +1,323.3% | +1,492.5% |
| All | +3,126.7% | +18.5% | +3,108.2% | +3,928.2% |
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