+4,921.3%
SOXL vs CPRT
+380.0%
+4,541.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.6% | +7.8% | +9.5% |
| 7D | +3.9% | -11.2% | +15.1% | +25.1% |
| 30D | -14.3% | +3.3% | -17.6% | -22.5% |
| 3M | -45.6% | -3.6% | -42.0% | -53.0% |
| 6M | +117.2% | -15.8% | +132.9% | +124.8% |
| YTD | +189.8% | -23.5% | +213.3% | +237.1% |
| 1Y | +317.7% | -38.8% | +356.5% | +616.5% |
| 3Y | +478.6% | -33.4% | +512.1% | +798.6% |
| 5Y | +169.5% | -16.4% | +185.9% | +273.1% |
| All | +4,921.3% | +380.0% | +4,541.3% | +1,067.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling