+196.5%
SOXL vs CPRT
-34.3%
+230.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -0.5% | -10.5% | -10.9% |
| 7D | +26.9% | -0.4% | +27.2% | +27.0% |
| 30D | -47.2% | +21.2% | -68.4% | -50.9% |
| 3M | -59.9% | +8.3% | -68.2% | -61.8% |
| 6M | -68.3% | -3.4% | -65.0% | -69.0% |
| YTD | +38.8% | -18.7% | +57.5% | +62.4% |
| 1Y | +48.8% | -23.5% | +72.3% | +89.6% |
| 3Y | +196.5% | -34.2% | +230.7% | +383.7% |
| All | +196.5% | -34.3% | +230.8% | +383.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling