+445.1%
COMP vs BOXX
+18.4%
+426.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.2% |
| 7D | +1.4% | +0.1% | +1.3% | +0.8% |
| 30D | -13.3% | +0.4% | -13.7% | -16.2% |
| 3M | +41.1% | +1.0% | +40.1% | +28.6% |
| 6M | +17.2% | +2.0% | +15.2% | -2.9% |
| YTD | +5.2% | +2.6% | +2.6% | -18.6% |
| 1Y | +18.9% | +4.1% | +14.9% | -20.4% |
| 3Y | +215.9% | +14.7% | +201.2% | -44.6% |
| All | +445.1% | +18.4% | +426.7% | -82.4% |
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