+478.6%
SOXL vs CARR
+1.4%
+477.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.4% | +3.8% | +2.7% |
| 7D | +3.9% | -3.8% | +7.6% | +11.1% |
| 30D | -14.3% | -8.9% | -5.4% | +1.2% |
| 3M | -45.6% | -17.3% | -28.3% | -19.4% |
| 6M | +117.2% | -1.4% | +118.6% | +142.6% |
| YTD | +189.8% | +10.0% | +179.8% | +163.4% |
| 1Y | +317.7% | -6.4% | +324.1% | +407.1% |
| 3Y | +478.6% | +1.5% | +477.1% | +548.1% |
| All | +478.6% | +1.4% | +477.3% | +548.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling