+40.2%
CART vs BOXX
+14.5%
+25.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.2% |
| 7D | -8.7% | 0.0% | -8.7% | -9.0% |
| 30D | -4.4% | +0.3% | -4.6% | -6.9% |
| 3M | +14.6% | +1.0% | +13.7% | +3.9% |
| 6M | +24.4% | +1.9% | +22.4% | +2.2% |
| YTD | +5.0% | +2.6% | +2.4% | -19.4% |
| 1Y | +0.5% | +4.0% | -3.5% | -32.7% |
| All | +40.2% | +14.5% | +25.7% | -70.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling