-66.4%
CSGP vs BOXX
+4.0%
-70.5%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -5.4% | +0.1% | -5.4% | -5.7% |
| 30D | -6.0% | +0.3% | -6.3% | -7.5% |
| 3M | -12.8% | +1.0% | -13.8% | -18.0% |
| 6M | -38.9% | +1.9% | -40.8% | -41.4% |
| YTD | -56.0% | +2.6% | -58.6% | -58.7% |
| 1Y | -66.4% | +4.0% | -70.5% | -68.1% |
| All | -66.4% | +4.0% | -70.5% | -68.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling