+357.4%
SOXL vs CPRT
-31.2%
+388.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.4% | +9.5% | +10.3% |
| 7D | +5.3% | +2.2% | +3.1% | +7.4% |
| 30D | -11.2% | +16.6% | -27.8% | +4.4% |
| 3M | -55.4% | +9.6% | -64.9% | -46.8% |
| 6M | +107.1% | -11.1% | +118.3% | +133.9% |
| YTD | +179.0% | -13.9% | +192.9% | +216.7% |
| 1Y | +357.4% | -32.5% | +389.9% | +354.6% |
| All | +357.4% | -31.2% | +388.6% | +354.6% |
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