+69.8%
CVE vs BOXX
+19.3%
+50.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.7% |
| 7D | +5.9% | 0.0% | +5.9% | +5.9% |
| 30D | -10.9% | +0.4% | -11.2% | -9.0% |
| 3M | -4.5% | +1.0% | -5.5% | +0.6% |
| 6M | -1.0% | +2.0% | -3.0% | +10.2% |
| YTD | +74.7% | +3.4% | +71.3% | +112.8% |
| 1Y | +65.8% | +4.1% | +61.7% | +112.8% |
| 3Y | +73.2% | +14.4% | +58.8% | +450.9% |
| All | +69.8% | +19.3% | +50.5% | +1,198.9% |
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