-59.8%
CSGP vs BOXX
+19.3%
-79.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.1% | -4.8% | -4.5% |
| 7D | +1.3% | +0.2% | +1.1% | +1.5% |
| 30D | +10.7% | +0.4% | +10.3% | +11.3% |
| 3M | +3.3% | +1.1% | +2.2% | +3.9% |
| 6M | -10.3% | +2.1% | -12.4% | -9.3% |
| YTD | -54.6% | +3.4% | -58.0% | -52.8% |
| 1Y | -54.6% | +4.2% | -58.8% | -52.3% |
| 3Y | -60.3% | +14.5% | -74.8% | -51.0% |
| All | -59.8% | +19.3% | -79.1% | -41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling