+43.5%
CNP vs BOXX
+18.4%
+25.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +0.7% | +0.1% | +0.6% | +0.5% |
| 30D | -0.1% | +0.3% | -0.4% | -0.8% |
| 3M | -5.6% | +1.0% | -6.6% | -7.8% |
| 6M | -7.5% | +1.9% | -9.4% | -11.4% |
| YTD | +5.5% | +2.6% | +2.9% | -0.3% |
| 1Y | +8.3% | +4.0% | +4.3% | -0.4% |
| 3Y | +51.8% | +14.6% | +37.2% | +27.5% |
| All | +43.5% | +18.4% | +25.1% | +35.5% |
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