+6.8%
CNH vs BOXX
+14.6%
-7.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -2.5% | 0.0% | -2.5% | -2.5% |
| 30D | +27.0% | +0.3% | +26.7% | +26.5% |
| 3M | +32.6% | +1.0% | +31.6% | +31.0% |
| 6M | +23.6% | +1.9% | +21.6% | +20.5% |
| YTD | +47.8% | +2.6% | +45.2% | +43.6% |
| 1Y | +21.3% | +4.0% | +17.3% | +18.2% |
| All | +6.8% | +14.6% | -7.8% | -9.2% |
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 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