-6.3%
CNH vs BOXX
+18.5%
-24.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.6% |
| 7D | -5.7% | +0.1% | -5.7% | -5.6% |
| 30D | +26.6% | +0.3% | +26.2% | +26.9% |
| 3M | +31.1% | +1.0% | +30.0% | +32.5% |
| 6M | +24.9% | +1.9% | +22.9% | +27.4% |
| YTD | +48.7% | +2.7% | +46.0% | +53.9% |
| 1Y | +22.2% | +4.0% | +18.2% | +31.0% |
| 3Y | +7.4% | +14.7% | -7.2% | +66.8% |
| All | -6.3% | +18.5% | -24.8% | +107.9% |
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