+65.3%
CSX vs BOXX
+18.4%
+46.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -0.6% | +0.1% | -0.6% | -0.6% |
| 30D | -3.2% | +0.3% | -3.5% | -3.1% |
| 3M | +2.6% | +1.0% | +1.6% | +2.9% |
| 6M | +19.8% | +1.9% | +17.9% | +20.9% |
| YTD | +34.7% | +2.6% | +32.0% | +36.5% |
| 1Y | +52.1% | +4.0% | +48.1% | +55.9% |
| 3Y | +68.4% | +14.6% | +53.8% | +103.3% |
| All | +65.3% | +18.4% | +46.9% | +165.7% |
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