+122.5%
CRWV vs BOXX
+6.0%
+116.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | +0.1% |
| 7D | -0.4% | +0.1% | -0.5% | -0.2% |
| 30D | -17.4% | +0.3% | -17.7% | -16.1% |
| 3M | -7.1% | +1.0% | -8.1% | -6.9% |
| 6M | +8.6% | +1.9% | +6.6% | +0.2% |
| YTD | +24.3% | +2.7% | +21.6% | +8.1% |
| 1Y | -21.0% | +4.0% | -25.1% | -26.0% |
| All | +122.5% | +6.0% | +116.4% | +249.8% |
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 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