-4.8%
SOXL vs CPRT
-18.6%
+13.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -0.5% | -10.5% | -10.3% |
| 7D | +26.9% | -0.4% | +27.2% | +27.9% |
| 30D | -47.2% | +21.2% | -68.4% | -62.6% |
| 3M | -59.9% | +8.3% | -68.2% | -69.5% |
| 6M | -68.3% | -3.4% | -65.0% | -76.1% |
| YTD | +38.8% | -18.7% | +57.5% | +36.4% |
| 1Y | +48.8% | -23.5% | +72.3% | +64.8% |
| 3Y | +196.5% | -34.2% | +230.7% | +326.1% |
| All | -4.8% | -18.6% | +13.8% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling