+363.2%
SOXL vs CART
+3.4%
+359.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.8% | +4.9% | +1.8% |
| 7D | +18.4% | -9.5% | +27.8% | +17.0% |
| 30D | -3.2% | -7.8% | +4.6% | -3.9% |
| 3M | -37.6% | +10.4% | -48.0% | -36.9% |
| 6M | +136.1% | +20.1% | +116.0% | +138.9% |
| YTD | +199.5% | +3.7% | +195.8% | +211.8% |
| 1Y | +363.2% | +2.6% | +360.7% | +383.6% |
| All | +363.2% | +3.4% | +359.8% | +383.6% |
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