+113.6%
CNQ vs BOXX
+18.5%
+95.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.4% |
| 7D | +0.1% | +0.1% | +0.1% | +0.3% |
| 30D | +6.2% | +0.3% | +5.9% | +7.2% |
| 3M | +12.4% | +1.0% | +11.3% | +15.9% |
| 6M | +9.0% | +1.9% | +7.1% | +16.3% |
| YTD | +52.2% | +2.7% | +49.5% | +68.4% |
| 1Y | +65.0% | +4.0% | +61.0% | +97.7% |
| 3Y | +78.8% | +14.7% | +64.2% | +322.0% |
| All | +113.6% | +18.5% | +95.1% | +792.0% |
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 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