+157.5%
CSCO vs BOXX
+18.4%
+139.1%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -10.7% | +0.3% | -11.0% | -10.4% |
| 3M | -8.7% | +1.0% | -9.7% | -7.6% |
| 6M | +44.9% | +1.9% | +43.0% | +48.2% |
| YTD | +44.1% | +2.6% | +41.5% | +48.8% |
| 1Y | +65.9% | +4.0% | +61.9% | +75.4% |
| 3Y | +109.0% | +14.6% | +94.4% | +222.0% |
| All | +157.5% | +18.4% | +139.1% | +313.1% |
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