-53.4%
CAG vs BOXX
+18.5%
-71.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.8% |
| 7D | -5.7% | +0.1% | -5.7% | -5.8% |
| 30D | -2.4% | +0.3% | -2.7% | -3.0% |
| 3M | +9.8% | +1.0% | +8.7% | +7.1% |
| 6M | -10.8% | +1.9% | -12.8% | -14.2% |
| YTD | -10.8% | +2.7% | -13.5% | -14.9% |
| 1Y | -19.0% | +4.0% | -23.0% | -23.8% |
| 3Y | -39.7% | +14.7% | -54.3% | -42.7% |
| All | -53.4% | +18.5% | -71.8% | -54.9% |
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