+55.9%
SOXL vs CART
+61.3%
-5.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.6% | -10.4% | -8.4% |
| 7D | -37.9% | +1.4% | -39.3% | -37.7% |
| 30D | -59.4% | +29.7% | -89.1% | -56.3% |
| 3M | -52.3% | +29.7% | -82.0% | -48.7% |
| 6M | -47.7% | +36.8% | -84.5% | -43.3% |
| YTD | +58.8% | +31.7% | +27.1% | +73.4% |
| 1Y | +55.9% | +62.4% | -6.5% | +67.0% |
| All | +55.9% | +61.3% | -5.4% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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