+1,948.9%
SOXL vs CPRT
+368.4%
+1,580.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -0.5% | -10.5% | -10.2% |
| 7D | +26.9% | -0.4% | +27.2% | +28.1% |
| 30D | -47.2% | +21.2% | -68.4% | -64.3% |
| 3M | -59.9% | +8.3% | -68.2% | -70.7% |
| 6M | -68.3% | -3.4% | -65.0% | -77.1% |
| YTD | +38.8% | -18.7% | +57.5% | +27.7% |
| 1Y | +48.8% | -23.5% | +72.3% | +51.7% |
| 3Y | +196.5% | -34.2% | +230.7% | +311.6% |
| 5Y | -5.0% | -18.2% | +13.2% | +18.7% |
| All | +1,948.9% | +368.4% | +1,580.4% | +308.8% |
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