+24.2%
CP vs BOXX
+18.4%
+5.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +0.6% | +0.1% | +0.5% | +0.4% |
| 30D | -0.5% | +0.3% | -0.8% | -1.2% |
| 3M | +0.1% | +1.0% | -0.9% | -2.1% |
| 6M | +7.8% | +1.9% | +5.9% | +3.7% |
| YTD | +22.9% | +2.6% | +20.2% | +16.5% |
| 1Y | +21.3% | +4.0% | +17.3% | +12.2% |
| 3Y | +20.4% | +14.6% | +5.8% | +20.6% |
| All | +24.2% | +18.4% | +5.8% | +107.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling