+105.1%
SOXX vs CART
+4.1%
+101.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -2.7% |
| 7D | +3.0% | -8.7% | +11.7% | +2.7% |
| 30D | -3.1% | -4.4% | +1.2% | -3.3% |
| 3M | -4.4% | +14.6% | -19.0% | -4.0% |
| 6M | +52.9% | +24.4% | +28.5% | +53.5% |
| YTD | +72.0% | +5.0% | +67.0% | +74.1% |
| 1Y | +105.1% | +0.5% | +104.6% | +109.1% |
| All | +105.1% | +4.1% | +101.0% | +109.1% |
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