+67.6%
CSX vs BOXX
+18.4%
+49.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | -1.5% | +0.3% | -1.8% | -1.4% |
| 3M | +6.0% | +1.0% | +5.0% | +6.3% |
| 6M | +20.6% | +1.9% | +18.6% | +21.7% |
| YTD | +36.5% | +2.6% | +33.9% | +38.4% |
| 1Y | +55.0% | +4.0% | +51.0% | +58.8% |
| 3Y | +70.8% | +14.6% | +56.2% | +106.1% |
| All | +67.6% | +18.4% | +49.2% | +169.4% |
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