+49.3%
CCL vs BOXX
+14.7%
+34.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +0.8% |
| 7D | -3.2% | +0.1% | -3.3% | -3.7% |
| 30D | -17.8% | +0.3% | -18.1% | -20.4% |
| 3M | -18.7% | +1.0% | -19.7% | -27.0% |
| 6M | -11.4% | +1.9% | -13.3% | -28.4% |
| YTD | -24.3% | +2.7% | -27.0% | -44.4% |
| 1Y | -28.8% | +4.0% | -32.8% | -55.8% |
| 3Y | +49.3% | +14.7% | +34.7% | -80.2% |
| All | +49.3% | +14.7% | +34.7% | -80.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling