+32.6%
CMS vs BOXX
+14.6%
+18.0%
-14.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.3% | 0.0% | -1.4% | -1.4% |
| 30D | -2.8% | +0.3% | -3.1% | -3.4% |
| 3M | -7.1% | +1.0% | -8.1% | -9.0% |
| 6M | -10.0% | +1.9% | -12.0% | -12.9% |
| YTD | -0.9% | +2.6% | -3.6% | -4.9% |
| 1Y | -2.0% | +4.0% | -6.0% | -7.4% |
| All | +32.6% | +14.6% | +18.0% | -7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling