+23.0%
CP vs BOXX
+18.5%
+4.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.3% |
| 7D | -2.6% | +0.1% | -2.6% | -2.7% |
| 30D | -3.7% | +0.3% | -4.0% | -4.5% |
| 3M | +0.1% | +1.0% | -0.9% | -2.2% |
| 6M | +7.8% | +1.9% | +5.9% | +3.7% |
| YTD | +21.7% | +2.7% | +19.0% | +15.2% |
| 1Y | +18.6% | +4.0% | +14.6% | +9.6% |
| 3Y | +17.5% | +14.7% | +2.9% | +17.5% |
| All | +23.0% | +18.5% | +4.6% | +105.6% |
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 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