+357.4%
SOXL vs CART
+14.4%
+342.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.3% | +11.1% | +9.7% |
| 7D | +5.3% | +1.0% | +4.3% | +5.5% |
| 30D | -11.2% | +12.6% | -23.8% | -10.3% |
| 3M | -55.4% | +23.1% | -78.5% | -54.3% |
| 6M | +107.1% | +39.5% | +67.6% | +111.8% |
| YTD | +179.0% | +13.5% | +165.5% | +193.7% |
| 1Y | +357.4% | +14.9% | +342.5% | +387.3% |
| All | +357.4% | +14.4% | +342.9% | +387.3% |
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