+113.9%
SOXX vs CPRT
-31.2%
+145.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.7% |
| 7D | +2.2% | +2.2% | 0.0% | +3.0% |
| 30D | -2.0% | +16.6% | -18.7% | +3.8% |
| 3M | -13.7% | +9.6% | -23.3% | -9.2% |
| 6M | +52.4% | -11.1% | +63.5% | +57.4% |
| YTD | +72.8% | -13.9% | +86.7% | +78.7% |
| 1Y | +113.9% | -32.5% | +146.4% | +110.9% |
| All | +113.9% | -31.2% | +145.1% | +110.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling