-3.3%
CPRT vs WOLF
-43.5%
+40.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.5% | -5.9% | -0.2% |
| 7D | -1.4% | +21.5% | -22.8% | -0.4% |
| 30D | +21.5% | -1.2% | +22.7% | +22.0% |
| 3M | +9.4% | -8.2% | +17.6% | +10.1% |
| 6M | -3.3% | -45.0% | +41.7% | -2.7% |
| All | -3.3% | -43.5% | +40.2% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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