-15.1%
SOXX vs CART
+50.9%
-66.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.3% | -3.6% |
| 7D | +9.4% | +1.3% | +8.1% | +9.4% |
| 30D | -13.8% | +19.2% | -32.9% | -11.9% |
| 3M | -18.6% | +17.6% | -36.2% | -16.8% |
| 6M | -15.1% | +47.4% | -62.5% | -10.3% |
| All | -15.1% | +50.9% | -66.1% | -10.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling