+262.1%
CAT vs BOXX
+18.5%
+243.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.6% | +1.8% |
| 7D | +0.6% | +0.1% | +0.5% | +0.7% |
| 30D | -4.3% | +0.3% | -4.6% | -3.7% |
| 3M | -8.6% | +1.0% | -9.7% | -6.7% |
| 6M | +16.1% | +1.9% | +14.2% | +19.5% |
| YTD | +43.8% | +2.7% | +41.1% | +49.0% |
| 1Y | +91.5% | +4.0% | +87.4% | +103.6% |
| 3Y | +202.7% | +14.7% | +188.1% | +361.5% |
| All | +262.1% | +18.5% | +243.6% | +631.4% |
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