-4.5%
CRS vs BOXX
+4.1%
-8.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.8% |
| 7D | +4.3% | +0.1% | +4.2% | +3.6% |
| 30D | -25.5% | +0.4% | -25.8% | -26.4% |
| 3M | -48.7% | +1.0% | -49.7% | -48.6% |
| 6M | -31.6% | +2.0% | -33.6% | -30.8% |
| YTD | -7.0% | +3.3% | -10.3% | -30.1% |
| 1Y | -4.5% | +4.1% | -8.6% | -45.6% |
| All | -4.5% | +4.1% | -8.6% | -45.6% |
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 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