+5.6%
CVS vs BOXX
+4.1%
+1.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | 0.0% | -12.6% | -12.7% |
| 7D | -11.1% | +0.1% | -11.2% | -11.6% |
| 30D | -7.4% | +0.4% | -7.8% | -9.8% |
| 3M | -22.9% | +1.0% | -23.9% | -28.7% |
| 6M | -1.2% | +2.0% | -3.2% | -15.9% |
| YTD | +3.9% | +3.3% | +0.6% | -22.3% |
| 1Y | +5.6% | +4.1% | +1.5% | -19.1% |
| All | +5.6% | +4.1% | +1.5% | -19.1% |
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