+91.5%
CAT vs BOXX
+4.0%
+87.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -3.5% |
| 3M | -8.6% | +1.0% | -9.7% | -7.3% |
| 6M | +16.1% | +1.9% | +14.2% | +10.6% |
| YTD | +43.8% | +2.7% | +41.1% | +27.5% |
| 1Y | +91.5% | +4.0% | +87.4% | +74.9% |
| All | +91.5% | +4.0% | +87.4% | +74.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling