-27.1%
CPRT vs SPXL
+231.8%
-258.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.7% | -3.0% |
| 7D | +0.4% | +1.5% | -1.1% | +0.1% |
| 30D | +9.9% | -3.7% | +13.6% | +10.8% |
| 3M | +5.6% | +8.1% | -2.5% | +3.3% |
| 6M | -13.6% | +39.0% | -52.7% | -21.2% |
| YTD | -16.7% | +29.9% | -46.7% | -22.9% |
| 1Y | -33.1% | +46.6% | -79.7% | -40.4% |
| 3Y | -27.1% | +230.5% | -257.6% | -54.6% |
| All | -27.1% | +231.8% | -258.8% | -54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling