+1,466.1%
CPRT vs SPXL
+7,736.1%
-6,270.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.8% |
| 7D | +2.2% | +0.1% | +2.2% | +2.2% |
| 30D | +16.6% | -0.9% | +17.5% | +16.9% |
| 3M | +9.6% | +2.0% | +7.6% | +7.9% |
| 6M | -11.1% | +33.5% | -44.6% | -19.7% |
| YTD | -13.9% | +32.2% | -46.0% | -22.1% |
| 1Y | -32.5% | +48.9% | -81.4% | -41.5% |
| 3Y | -25.0% | +222.9% | -247.9% | -51.0% |
| 5Y | -7.4% | +140.7% | -148.1% | -37.6% |
| 10Y | +422.0% | +1,192.7% | -770.7% | +92.6% |
| All | +1,466.1% | +7,736.1% | -6,270.0% | +197.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling