+126.7%
WFC vs CPRT
-9.0%
+135.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.1% | -1.1% |
| 7D | +1.1% | +0.4% | +0.7% | +0.9% |
| 30D | +0.8% | +9.9% | -9.1% | -3.0% |
| 3M | +9.3% | +5.6% | +3.6% | +6.0% |
| 6M | +10.6% | -13.6% | +24.3% | +16.2% |
| YTD | -4.1% | -16.7% | +12.7% | +1.9% |
| 1Y | +13.6% | -33.1% | +46.7% | +32.4% |
| 3Y | +130.7% | -27.1% | +157.8% | +153.0% |
| 5Y | +126.7% | -9.9% | +136.6% | +108.1% |
| All | +126.7% | -9.0% | +135.7% | +108.1% |
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