+404.9%
CORZ vs BOXX
+12.4%
+392.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -3.0% | 0.0% | -3.0% | -3.0% |
| 30D | -12.1% | +0.3% | -12.4% | -12.6% |
| 3M | -32.4% | +1.0% | -33.4% | -35.2% |
| 6M | +12.4% | +1.9% | +10.4% | -1.3% |
| YTD | +19.3% | +2.6% | +16.7% | -1.0% |
| 1Y | +8.6% | +4.0% | +4.6% | -14.6% |
| All | +404.9% | +12.4% | +392.6% | +2,518.2% |
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