+18.9%
CMS vs BOXX
+18.5%
+0.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.9% |
| 7D | -1.9% | +0.1% | -2.0% | -2.0% |
| 30D | -4.1% | +0.3% | -4.4% | -4.6% |
| 3M | -7.1% | +1.0% | -8.1% | -8.8% |
| 6M | -10.1% | +1.9% | -12.0% | -12.6% |
| YTD | -1.7% | +2.7% | -4.4% | -5.3% |
| 1Y | -3.4% | +4.0% | -7.4% | -8.3% |
| 3Y | +31.6% | +14.7% | +16.9% | +2.1% |
| All | +18.9% | +18.5% | +0.4% | -6.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling