+94.5%
CVE vs BOXX
+18.4%
+76.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +2.0% | +0.1% | +1.9% | +2.3% |
| 30D | +13.2% | +0.3% | +12.9% | +15.0% |
| 3M | +21.7% | +1.0% | +20.7% | +28.1% |
| 6M | +48.4% | +1.9% | +46.4% | +65.5% |
| YTD | +100.1% | +2.6% | +97.5% | +134.2% |
| 1Y | +107.8% | +4.0% | +103.8% | +171.0% |
| 3Y | +76.9% | +14.6% | +62.3% | +524.6% |
| All | +94.5% | +18.4% | +76.1% | +1,329.8% |
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