+47.3%
CARR vs BOXX
+18.5%
+28.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.3% |
| 7D | -3.8% | +0.1% | -3.8% | -3.9% |
| 30D | -8.9% | +0.3% | -9.2% | -9.7% |
| 3M | -17.3% | +1.0% | -18.4% | -19.5% |
| 6M | -1.4% | +1.9% | -3.3% | -6.1% |
| YTD | +10.0% | +2.7% | +7.3% | +2.4% |
| 1Y | -6.4% | +4.0% | -10.4% | -15.7% |
| 3Y | +1.5% | +14.7% | -13.1% | -3.5% |
| All | +47.3% | +18.5% | +28.9% | +100.9% |
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