+156.1%
SOXL vs CPRT
-14.1%
+170.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -4.0% | -4.0% | -1.8% |
| 7D | +8.5% | -8.4% | +16.9% | +24.0% |
| 30D | -13.0% | +4.6% | -17.6% | -22.4% |
| 3M | -35.9% | -1.9% | -34.0% | -45.6% |
| 6M | +112.1% | -15.3% | +127.4% | +125.0% |
| YTD | +175.4% | -21.5% | +196.9% | +217.7% |
| 1Y | +304.9% | -36.6% | +341.5% | +622.5% |
| 3Y | +448.6% | -31.2% | +479.8% | +669.2% |
| 5Y | +156.1% | -14.1% | +170.2% | +153.4% |
| All | +156.1% | -14.1% | +170.2% | +153.4% |
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