-57.0%
CPB vs BOXX
+18.5%
-75.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.1% |
| 7D | -1.8% | +0.1% | -1.8% | -1.9% |
| 30D | -7.1% | +0.3% | -7.4% | -8.1% |
| 3M | -6.0% | +1.0% | -7.1% | -9.5% |
| 6M | -5.3% | +1.9% | -7.2% | -11.1% |
| YTD | -20.8% | +2.7% | -23.5% | -27.2% |
| 1Y | -33.8% | +4.0% | -37.9% | -40.9% |
| 3Y | -43.7% | +14.7% | -58.4% | -58.9% |
| All | -57.0% | +18.5% | -75.4% | -71.2% |
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