+17.9%
CVS vs BOXX
+18.4%
-0.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -2.0% | 0.0% | -2.0% | -2.0% |
| 30D | +1.9% | +0.3% | +1.6% | +1.7% |
| 3M | -2.2% | +1.0% | -3.2% | -2.7% |
| 6M | +26.7% | +1.9% | +24.8% | +25.5% |
| YTD | +22.9% | +2.6% | +20.2% | +22.1% |
| 1Y | +32.9% | +4.0% | +28.9% | +34.3% |
| 3Y | +62.3% | +14.6% | +47.7% | +118.0% |
| All | +17.9% | +18.4% | -0.5% | +116.7% |
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