+98.7%
COR vs BOXX
+18.5%
+80.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.1% |
| 7D | -2.8% | +0.1% | -2.9% | -2.9% |
| 30D | +2.6% | +0.3% | +2.2% | +2.0% |
| 3M | +14.5% | +1.0% | +13.4% | +12.5% |
| 6M | -7.8% | +1.9% | -9.7% | -9.7% |
| YTD | -4.2% | +2.7% | -6.9% | -5.8% |
| 1Y | +7.0% | +4.0% | +3.0% | +6.1% |
| 3Y | +85.5% | +14.7% | +70.9% | +96.4% |
| All | +98.7% | +18.5% | +80.2% | +133.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling