+421.5%
CORZ vs BOXX
+12.4%
+409.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.2% | +3.2% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | -14.0% | +0.3% | -14.4% | -14.6% |
| 3M | -34.1% | +1.0% | -35.1% | -37.0% |
| 6M | +8.5% | +1.9% | +6.5% | -4.3% |
| YTD | +23.2% | +2.7% | +20.5% | +2.1% |
| 1Y | +15.4% | +4.0% | +11.3% | -9.4% |
| All | +421.5% | +12.4% | +409.1% | +2,602.5% |
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 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