+1.5%
CARR vs SOXQ
+232.9%
-231.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.3% | +0.7% |
| 7D | -3.8% | +0.8% | -4.5% | -4.1% |
| 30D | -8.9% | -4.6% | -4.3% | -7.3% |
| 3M | -17.3% | -10.2% | -7.2% | -14.7% |
| 6M | -1.4% | +49.7% | -51.1% | -19.5% |
| YTD | +10.0% | +67.2% | -57.3% | -14.8% |
| 1Y | -6.4% | +98.0% | -104.4% | -33.3% |
| 3Y | +1.5% | +237.2% | -235.6% | -49.9% |
| All | +1.5% | +232.9% | -231.4% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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