+44.6%
COP vs BOXX
+4.0%
+40.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.4% |
| 7D | +3.0% | +0.1% | +2.9% | +2.4% |
| 30D | +17.5% | +0.4% | +17.1% | +13.6% |
| 3M | +13.4% | +1.0% | +12.3% | +3.4% |
| 6M | +17.7% | +2.0% | +15.8% | +1.0% |
| YTD | +46.6% | +2.6% | +44.0% | +26.1% |
| 1Y | +44.6% | +4.1% | +40.5% | +66.6% |
| All | +44.6% | +4.0% | +40.6% | +66.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling