+67.5%
CSX vs BOXX
+18.4%
+49.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | -2.3% | +0.3% | -2.6% | -2.2% |
| 3M | +4.3% | +1.0% | +3.3% | +4.7% |
| 6M | +23.4% | +1.9% | +21.4% | +24.5% |
| YTD | +36.4% | +2.6% | +33.8% | +38.3% |
| 1Y | +53.0% | +4.0% | +49.0% | +56.8% |
| 3Y | +70.6% | +14.6% | +56.0% | +106.0% |
| All | +67.5% | +18.4% | +49.1% | +169.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling