+58.3%
SOXX vs CPRT
-14.3%
+72.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | -0.1% |
| 7D | +6.1% | -0.4% | +6.5% | +6.0% |
| 30D | +0.5% | +8.2% | -7.8% | +5.3% |
| 3M | -5.3% | +2.3% | -7.6% | -1.3% |
| 6M | +58.3% | -14.7% | +73.1% | +71.6% |
| All | +58.3% | -14.3% | +72.7% | +71.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling