+49.0%
CTVA vs BOXX
+18.5%
+30.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.8% |
| 7D | -4.5% | +0.1% | -4.6% | -4.6% |
| 30D | +11.3% | +0.3% | +11.0% | +10.8% |
| 3M | +12.3% | +1.0% | +11.3% | +10.1% |
| 6M | +7.2% | +1.9% | +5.2% | +3.2% |
| YTD | +26.0% | +2.7% | +23.3% | +20.2% |
| 1Y | +16.0% | +4.0% | +12.0% | +9.4% |
| 3Y | +73.9% | +14.7% | +59.3% | +78.2% |
| All | +49.0% | +18.5% | +30.5% | +159.5% |
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 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