+241.5%
SOXX vs CPRT
-15.0%
+256.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.0% | +1.3% | -0.7% |
| 7D | +3.0% | -8.4% | +11.5% | +7.8% |
| 30D | -3.1% | +4.6% | -7.7% | -6.2% |
| 3M | -4.4% | -1.9% | -2.5% | -5.8% |
| 6M | +52.9% | -15.3% | +68.2% | +64.5% |
| YTD | +72.0% | -21.5% | +93.5% | +92.8% |
| 1Y | +105.1% | -36.6% | +141.7% | +168.9% |
| 3Y | +220.6% | -31.2% | +251.8% | +273.9% |
| All | +241.5% | -15.0% | +256.6% | +208.4% |
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