+387.6%
CPRT vs SPXL
+1,239.4%
-851.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.2% | -3.4% |
| 7D | -8.4% | -6.0% | -2.4% | -6.5% |
| 30D | +4.6% | -5.8% | +10.4% | +6.6% |
| 3M | -1.9% | +10.9% | -12.8% | -6.0% |
| 6M | -15.3% | +31.9% | -47.2% | -24.2% |
| YTD | -21.5% | +25.8% | -47.2% | -28.7% |
| 1Y | -36.6% | +39.8% | -76.4% | -45.0% |
| 3Y | -31.2% | +219.9% | -251.0% | -57.9% |
| 5Y | -14.1% | +141.1% | -155.2% | -45.9% |
| All | +387.6% | +1,239.4% | -851.8% | +40.5% |
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