+31.3%
CMG vs BOXX
+18.5%
+12.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.1% |
| 7D | -2.1% | +0.1% | -2.1% | -2.1% |
| 30D | +10.9% | +0.3% | +10.6% | +10.4% |
| 3M | +15.8% | +1.0% | +14.8% | +13.8% |
| 6M | +6.9% | +1.9% | +5.0% | +3.7% |
| YTD | -2.2% | +2.7% | -4.8% | -5.9% |
| 1Y | -7.1% | +4.0% | -11.1% | -10.7% |
| 3Y | -7.1% | +14.7% | -21.8% | +36.1% |
| All | +31.3% | +18.5% | +12.9% | +128.3% |
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