+42.4%
CART vs BOXX
+14.5%
+27.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | 0.0% | -6.0% | -6.0% |
| 7D | -4.1% | 0.0% | -4.1% | -4.2% |
| 30D | -4.3% | +0.3% | -4.6% | -7.3% |
| 3M | +13.1% | +1.0% | +12.1% | +2.2% |
| 6M | +26.0% | +1.9% | +24.1% | +3.6% |
| YTD | +6.7% | +2.6% | +4.1% | -18.1% |
| 1Y | +6.3% | +4.0% | +2.2% | -29.2% |
| All | +42.4% | +14.5% | +27.9% | -69.7% |
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