+817.9%
SOXX vs CARR
+421.5%
+396.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.4% | +1.2% |
| 7D | +1.4% | -3.8% | +5.2% | +3.0% |
| 30D | -3.6% | -8.9% | +5.3% | +0.3% |
| 3M | -10.2% | -17.3% | +7.2% | -2.4% |
| 6M | +54.2% | -1.4% | +55.6% | +55.1% |
| YTD | +75.2% | +10.0% | +65.2% | +68.1% |
| 1Y | +107.5% | -6.4% | +113.9% | +112.1% |
| 3Y | +226.8% | +1.5% | +225.2% | +221.7% |
| 5Y | +251.2% | +9.3% | +241.9% | +221.2% |
| All | +817.9% | +421.5% | +396.4% | +684.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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