+75.5%
CVE vs BOXX
+14.6%
+60.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +0.2% | 0.0% | +0.2% | +0.2% |
| 30D | +17.5% | +0.3% | +17.2% | +18.0% |
| 3M | +16.2% | +1.0% | +15.2% | +18.1% |
| 6M | +47.8% | +1.9% | +45.8% | +53.3% |
| YTD | +98.5% | +2.6% | +95.9% | +110.3% |
| 1Y | +109.8% | +4.0% | +105.7% | +134.6% |
| 3Y | +75.5% | +14.6% | +60.9% | +136.4% |
| All | +75.5% | +14.6% | +60.8% | +136.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling