+158.9%
CAPR vs BOXX
+18.4%
+140.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -9.5% | 0.0% | -9.5% | -9.4% |
| 30D | +121.5% | +0.3% | +121.2% | +125.6% |
| 3M | -65.4% | +1.0% | -66.4% | -63.5% |
| 6M | -67.5% | +1.9% | -69.5% | -64.4% |
| YTD | -68.6% | +2.6% | -71.2% | -64.5% |
| 1Y | +42.7% | +4.0% | +38.6% | +67.7% |
| 3Y | +43.4% | +14.6% | +28.7% | +79.0% |
| All | +158.9% | +18.4% | +140.4% | +136.1% |
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 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