+41.0%
CVX vs BOXX
+18.5%
+22.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +2.6% | +0.1% | +2.6% | +2.6% |
| 30D | +9.8% | +0.3% | +9.5% | +9.6% |
| 3M | +16.2% | +1.0% | +15.2% | +15.8% |
| 6M | +13.6% | +1.9% | +11.7% | +14.4% |
| YTD | +44.4% | +2.7% | +41.7% | +47.5% |
| 1Y | +40.6% | +4.0% | +36.6% | +47.5% |
| 3Y | +48.2% | +14.7% | +33.5% | +111.4% |
| All | +41.0% | +18.5% | +22.6% | +196.8% |
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