+77.9%
CSX vs BOXX
+19.3%
+58.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.6% |
| 7D | +6.0% | 0.0% | +6.0% | +6.0% |
| 30D | +7.8% | +0.4% | +7.4% | +8.2% |
| 3M | +4.1% | +1.0% | +3.1% | +4.7% |
| 6M | +17.9% | +2.0% | +15.9% | +19.1% |
| YTD | +44.9% | +3.4% | +41.5% | +47.6% |
| 1Y | +51.1% | +4.1% | +47.1% | +54.7% |
| 3Y | +78.3% | +14.4% | +63.9% | +102.4% |
| All | +77.9% | +19.3% | +58.6% | +187.3% |
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