+98.6%
CVE vs BOXX
+4.0%
+94.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +2.0% | +0.1% | +1.9% | +1.6% |
| 30D | +13.2% | +0.3% | +12.9% | +11.3% |
| 3M | +21.7% | +1.0% | +20.7% | +15.5% |
| 6M | +48.4% | +1.9% | +46.4% | +34.9% |
| YTD | +100.1% | +2.6% | +97.5% | +81.9% |
| All | +98.6% | +4.0% | +94.6% | +144.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling