-23.9%
CPRT vs SPXL
+29.9%
-53.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.8% | +0.2% | +5.0% |
| 7D | +12.6% | -2.5% | +15.1% | +12.6% |
| 30D | +18.0% | -4.3% | +22.3% | +18.0% |
| 3M | +11.0% | -4.2% | +15.2% | +11.0% |
| 6M | -2.0% | +15.0% | -17.0% | -3.5% |
| YTD | -16.7% | +28.4% | -45.1% | -19.6% |
| 1Y | -23.9% | +30.3% | -54.2% | -26.6% |
| All | -23.9% | +29.9% | -53.8% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 SPXL 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