+194.4%
SOXL vs CART
+39.2%
+155.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +0.6% | +21.7% | +22.0% |
| 7D | -17.6% | +1.5% | -19.1% | -17.5% |
| 30D | -59.8% | +22.4% | -82.2% | -62.6% |
| 3M | -59.9% | +16.5% | -76.4% | -62.5% |
| 6M | -68.2% | +44.9% | -113.1% | -73.4% |
| YTD | +33.8% | +30.0% | +3.8% | +15.0% |
| 1Y | +34.7% | +59.1% | -24.3% | +1.5% |
| 3Y | +211.0% | +138.8% | +72.2% | +96.2% |
| All | +194.4% | +39.2% | +155.2% | +92.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling