+48.8%
SOXL vs CART
+49.3%
-0.5%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +0.7% | -11.7% | -10.9% |
| 7D | +26.9% | +1.3% | +25.6% | +27.1% |
| 30D | -47.2% | +19.2% | -66.4% | -44.8% |
| 3M | -59.9% | +17.6% | -77.4% | -57.8% |
| 6M | -68.3% | +47.4% | -115.7% | -64.7% |
| YTD | +38.8% | +30.9% | +8.0% | +52.6% |
| 1Y | +48.8% | +46.0% | +2.8% | +61.7% |
| All | +48.8% | +49.3% | -0.5% | +61.7% |
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