+86.8%
WFC vs CPRT
-17.4%
+104.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.1% |
| 7D | +1.2% | +6.0% | -4.8% | -0.8% |
| 30D | +5.2% | +20.0% | -14.8% | -1.4% |
| 3M | -3.0% | +10.1% | -13.2% | -7.3% |
| 6M | +6.2% | -4.3% | +10.5% | +6.5% |
| YTD | -7.9% | -18.4% | +10.5% | -1.8% |
| 1Y | +0.3% | -20.1% | +20.4% | +7.7% |
| 3Y | +117.7% | -30.4% | +148.1% | +142.9% |
| All | +86.8% | -17.4% | +104.2% | +74.6% |
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 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