+150.3%
CMI vs BOXX
+18.5%
+131.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.3% |
| 7D | -0.7% | +0.1% | -0.8% | -0.6% |
| 30D | -12.4% | +0.3% | -12.7% | -11.6% |
| 3M | -14.8% | +1.0% | -15.8% | -12.0% |
| 6M | +0.8% | +1.9% | -1.1% | +5.7% |
| YTD | +10.2% | +2.7% | +7.5% | +17.4% |
| 1Y | +37.4% | +4.0% | +33.4% | +53.1% |
| 3Y | +153.3% | +14.7% | +138.6% | +371.2% |
| All | +150.3% | +18.5% | +131.9% | +556.1% |
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