+27.9%
CAPR vs BOXX
+14.6%
+13.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -3.9% |
| 7D | -10.6% | 0.0% | -10.6% | -10.2% |
| 30D | +111.2% | +0.3% | +110.9% | +115.6% |
| 3M | -67.2% | +1.0% | -68.2% | -65.1% |
| 6M | -75.1% | +1.9% | -77.1% | -72.1% |
| YTD | -71.2% | +2.6% | -73.9% | -66.4% |
| 1Y | +31.1% | +4.0% | +27.1% | +61.7% |
| All | +27.9% | +14.6% | +13.3% | +83.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling