-60.1%
CSGP vs BOXX
+19.3%
-79.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -3.2% | +0.1% | -3.3% | -3.0% |
| 30D | +2.2% | +0.4% | +1.9% | +2.6% |
| 3M | -3.7% | +1.0% | -4.7% | -3.1% |
| 6M | -7.4% | +2.0% | -9.4% | -6.5% |
| YTD | -54.9% | +3.4% | -58.3% | -53.2% |
| 1Y | -54.9% | +4.1% | -59.0% | -52.7% |
| 3Y | -61.9% | +14.3% | -76.2% | -53.1% |
| All | -60.1% | +19.3% | -79.4% | -42.2% |
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 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