+19,418.6%
SOXL vs CPRT
+1,444.6%
+17,974.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.4% | +9.5% | +9.2% |
| 7D | +5.3% | +2.2% | +3.1% | +1.3% |
| 30D | -11.2% | +16.6% | -27.8% | -33.8% |
| 3M | -55.4% | +9.6% | -64.9% | -68.9% |
| 6M | +107.1% | -11.1% | +118.3% | +98.1% |
| YTD | +179.0% | -13.9% | +192.9% | +167.3% |
| 1Y | +357.4% | -32.5% | +389.9% | +559.7% |
| 3Y | +397.5% | -25.0% | +422.5% | +537.9% |
| 5Y | +155.9% | -7.4% | +163.3% | +212.4% |
| 10Y | +4,301.6% | +422.0% | +3,879.6% | +350.5% |
| All | +19,418.6% | +1,444.6% | +17,974.0% | +218.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling