+4.5%
CPRT vs SOXQ
+288.7%
-284.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.6% | -3.7% |
| 7D | +0.4% | +5.3% | -4.9% | -1.0% |
| 30D | +9.9% | -3.7% | +13.6% | +10.8% |
| 3M | +5.6% | -7.8% | +13.5% | +5.8% |
| 6M | -13.6% | +58.4% | -72.0% | -29.6% |
| YTD | -16.7% | +68.1% | -84.9% | -34.1% |
| 1Y | -33.1% | +105.4% | -138.5% | -51.7% |
| 3Y | -27.1% | +239.2% | -266.3% | -61.4% |
| 5Y | -9.9% | +266.9% | -276.8% | -55.3% |
| All | +4.5% | +288.7% | -284.3% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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