+40.2%
CVX vs BOXX
+18.4%
+21.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +0.7% | 0.0% | +0.6% | +0.7% |
| 30D | +9.1% | +0.3% | +8.8% | +8.9% |
| 3M | +13.1% | +1.0% | +12.1% | +12.7% |
| 6M | +16.3% | +1.9% | +14.3% | +17.2% |
| YTD | +43.5% | +2.6% | +40.9% | +46.6% |
| 1Y | +40.2% | +4.0% | +36.1% | +47.1% |
| 3Y | +44.2% | +14.6% | +29.6% | +106.1% |
| All | +40.2% | +18.4% | +21.8% | +195.1% |
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 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