+55.9%
SOXL vs CPRT
-24.7%
+80.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +5.0% | -13.8% | -2.6% |
| 7D | -37.9% | +12.6% | -50.5% | -26.7% |
| 30D | -59.4% | +18.0% | -77.4% | -48.6% |
| 3M | -52.3% | +11.0% | -63.3% | -41.8% |
| 6M | -47.7% | -2.0% | -45.7% | -35.1% |
| YTD | +58.8% | -16.7% | +75.4% | +93.7% |
| 1Y | +55.9% | -23.9% | +79.8% | +81.7% |
| All | +55.9% | -24.7% | +80.6% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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