-29.3%
CLX vs BOXX
+18.5%
-47.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.2% |
| 7D | -5.7% | +0.1% | -5.7% | -5.7% |
| 30D | -17.0% | +0.3% | -17.3% | -17.2% |
| 3M | -9.7% | +1.0% | -10.7% | -10.7% |
| 6M | -19.8% | +1.9% | -21.8% | -21.5% |
| YTD | -9.8% | +2.7% | -12.5% | -12.7% |
| 1Y | -26.2% | +4.0% | -30.2% | -29.9% |
| 3Y | -36.2% | +14.7% | -50.8% | -54.1% |
| All | -29.3% | +18.5% | -47.7% | -43.1% |
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