+19.9%
CMS vs BOXX
+18.4%
+1.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.3% |
| 3M | -7.1% | +1.0% | -8.1% | -8.7% |
| 6M | -10.0% | +1.9% | -12.0% | -12.6% |
| YTD | -0.9% | +2.6% | -3.6% | -4.5% |
| 1Y | -2.0% | +4.0% | -6.0% | -6.9% |
| 3Y | +33.0% | +14.6% | +18.4% | +3.3% |
| All | +19.9% | +18.4% | +1.4% | -5.4% |
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