+226.8%
SOXX vs CPRT
-33.2%
+260.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.5% | +2.4% |
| 7D | +1.4% | -11.2% | +12.6% | +3.8% |
| 30D | -3.6% | +3.3% | -6.9% | -4.5% |
| 3M | -10.2% | -3.6% | -6.6% | -9.9% |
| 6M | +54.2% | -15.8% | +70.0% | +62.9% |
| YTD | +75.2% | -23.5% | +98.7% | +92.3% |
| 1Y | +107.5% | -38.8% | +146.3% | +158.1% |
| 3Y | +226.8% | -33.4% | +260.2% | +264.2% |
| All | +226.8% | -33.2% | +260.0% | +264.2% |
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