+113.9%
SOXX vs CART
+14.4%
+99.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +3.5% |
| 7D | +2.2% | +1.0% | +1.2% | +2.2% |
| 30D | -2.0% | +12.6% | -14.7% | -1.7% |
| 3M | -13.7% | +23.1% | -36.8% | -13.1% |
| 6M | +52.4% | +39.5% | +12.8% | +53.3% |
| YTD | +72.8% | +13.5% | +59.3% | +75.5% |
| 1Y | +113.9% | +14.9% | +99.0% | +117.9% |
| All | +113.9% | +14.4% | +99.5% | +117.9% |
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