+39.8%
SPXL vs CART
+5.1%
+34.7%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.2% | -0.7% | +2.1% |
| 7D | -2.5% | -4.6% | +2.0% | -2.1% |
| 30D | -4.2% | +0.6% | -4.8% | -4.3% |
| 3M | +8.1% | +16.3% | -8.2% | +6.4% |
| 6M | +35.6% | +32.1% | +3.5% | +31.2% |
| YTD | +28.8% | +8.3% | +20.5% | +26.7% |
| 1Y | +39.8% | +6.1% | +33.7% | +33.2% |
| All | +39.8% | +5.1% | +34.7% | +33.2% |
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