+12.3%
WFC vs CPRT
-31.2%
+43.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | +3.8% | +2.2% | +1.6% | +3.6% |
| 30D | +1.5% | +16.6% | -15.2% | +0.1% |
| 3M | +10.9% | +9.6% | +1.3% | +10.0% |
| 6M | +8.4% | -11.1% | +19.6% | +10.8% |
| YTD | -1.9% | -13.9% | +12.0% | +0.4% |
| 1Y | +12.3% | -32.5% | +44.9% | +20.2% |
| All | +12.3% | -31.2% | +43.6% | +20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling