+18.4%
BOXX vs CASY
+222.6%
-204.1%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | 0.0% |
| 7D | 0.0% | -4.4% | +4.4% | 0.0% |
| 30D | +0.3% | -12.0% | +12.4% | +0.3% |
| 3M | +1.0% | -2.3% | +3.4% | +1.0% |
| 6M | +1.9% | +10.5% | -8.6% | +1.9% |
| YTD | +2.6% | +33.0% | -30.4% | +2.6% |
| 1Y | +4.0% | +41.1% | -37.1% | +4.0% |
| 3Y | +14.6% | +207.5% | -192.9% | +14.7% |
| All | +18.4% | +222.6% | -204.1% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling