+200.7%
CCL vs BOXX
+18.4%
+182.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -4.4% | +0.1% | -4.4% | -4.7% |
| 30D | -18.2% | +0.3% | -18.5% | -19.8% |
| 3M | -17.7% | +1.0% | -18.7% | -22.6% |
| 6M | -13.0% | +1.9% | -14.9% | -23.6% |
| YTD | -24.5% | +2.6% | -27.1% | -37.0% |
| 1Y | -26.9% | +4.0% | -31.0% | -44.6% |
| 3Y | +50.8% | +14.6% | +36.1% | -25.7% |
| All | +200.7% | +18.4% | +182.3% | +37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling