-18.6%
CNC vs BOXX
+18.5%
-37.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.5% | +1.5% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | -1.0% | +0.3% | -1.3% | -1.1% |
| 3M | +4.5% | +1.0% | +3.5% | +4.4% |
| 6M | +85.2% | +1.9% | +83.3% | +86.2% |
| YTD | +61.4% | +2.7% | +58.7% | +63.5% |
| 1Y | +94.9% | +4.0% | +90.9% | +99.9% |
| 3Y | 0.0% | +14.7% | -14.7% | +10.1% |
| All | -18.6% | +18.5% | -37.1% | +13.0% |
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