+55.9%
SOXL vs CARR
-1.4%
+57.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.5% | -9.3% | -9.7% |
| 7D | -37.9% | -0.7% | -37.2% | -36.7% |
| 30D | -59.4% | +0.3% | -59.7% | -59.4% |
| 3M | -52.3% | -14.9% | -37.4% | -36.9% |
| 6M | -47.7% | -14.9% | -32.8% | -24.0% |
| YTD | +58.8% | +7.0% | +51.7% | +65.7% |
| 1Y | +55.9% | -1.8% | +57.7% | +77.4% |
| All | +55.9% | -1.4% | +57.3% | +77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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