+139.1%
CAPR vs BOXX
+18.5%
+120.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +1.1% |
| 7D | -11.0% | +0.1% | -11.0% | -10.7% |
| 30D | +99.8% | +0.3% | +99.4% | +103.5% |
| 3M | -66.6% | +1.0% | -67.6% | -64.7% |
| 6M | -75.1% | +1.9% | -77.0% | -72.7% |
| YTD | -71.0% | +2.7% | -73.7% | -67.1% |
| 1Y | +30.0% | +4.0% | +25.9% | +53.2% |
| 3Y | +29.0% | +14.7% | +14.3% | +61.5% |
| All | +139.1% | +18.5% | +120.7% | +118.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling