+18.4%
BOXX vs CASY
+176.0%
-157.6%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | 0.0% | -17.2% | +17.3% | 0.0% |
| 30D | +0.3% | -24.4% | +24.7% | +0.3% |
| 3M | +1.0% | -31.4% | +32.4% | +1.0% |
| 6M | +1.9% | -8.9% | +10.8% | +1.9% |
| YTD | +2.6% | +13.8% | -11.2% | +2.6% |
| 1Y | +4.0% | +17.0% | -13.0% | +4.0% |
| 3Y | +14.6% | +163.1% | -148.5% | +14.7% |
| All | +18.4% | +176.0% | -157.6% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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