-55.1%
CPB vs BOXX
+18.4%
-73.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -8.0% | +0.1% | -8.0% | -8.2% |
| 30D | -2.4% | +0.3% | -2.7% | -3.5% |
| 3M | +0.5% | +1.0% | -0.4% | -2.9% |
| 6M | -10.5% | +1.9% | -12.4% | -15.9% |
| YTD | -17.5% | +2.6% | -20.2% | -24.1% |
| 1Y | -31.0% | +4.0% | -35.0% | -38.4% |
| 3Y | -40.6% | +14.6% | -55.2% | -56.6% |
| All | -55.1% | +18.4% | -73.6% | -69.9% |
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