+2,575.4%
SOXX vs CPRT
+2,523.6%
+51.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.5% |
| 7D | +6.1% | -0.4% | +6.5% | +6.1% |
| 30D | +0.5% | +8.2% | -7.8% | -3.6% |
| 3M | -5.3% | +2.3% | -7.6% | -8.5% |
| 6M | +58.3% | -14.7% | +73.1% | +65.4% |
| YTD | +76.8% | -18.2% | +95.0% | +87.1% |
| 1Y | +114.6% | -33.4% | +148.0% | +149.1% |
| 3Y | +229.6% | -28.3% | +258.0% | +267.5% |
| 5Y | +257.3% | -9.8% | +267.2% | +260.3% |
| 10Y | +1,583.2% | +412.4% | +1,170.9% | +715.7% |
| All | +2,575.4% | +2,523.6% | +51.8% | +525.5% |
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