+361.5%
CPRT vs SPXL
+1,102.8%
-741.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.1% |
| 7D | -0.4% | +7.4% | -7.8% | -2.7% |
| 30D | +21.2% | -7.8% | +29.0% | +23.4% |
| 3M | +8.3% | -11.9% | +20.2% | +11.6% |
| 6M | -3.4% | -1.7% | -1.6% | -5.0% |
| YTD | -18.7% | +20.8% | -39.5% | -26.1% |
| 1Y | -23.5% | +25.0% | -48.5% | -31.5% |
| 3Y | -34.2% | +226.1% | -260.3% | -60.3% |
| 5Y | -18.2% | +101.1% | -119.3% | -45.7% |
| All | +361.5% | +1,102.8% | -741.4% | +33.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling