-60.1%
CSGP vs BOXX
+18.4%
-78.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -5.1% | 0.0% | -5.1% | -5.1% |
| 30D | +0.3% | +0.3% | 0.0% | +0.4% |
| 3M | -9.1% | +1.0% | -10.2% | -9.0% |
| 6M | -37.3% | +1.9% | -39.2% | -36.1% |
| YTD | -54.9% | +2.6% | -57.5% | -53.4% |
| 1Y | -65.5% | +4.0% | -69.6% | -63.4% |
| 3Y | -63.3% | +14.6% | -77.9% | -53.5% |
| All | -60.1% | +18.4% | -78.5% | -42.5% |
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