-22.1%
WULF vs CPRT
-24.7%
+2.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +5.0% | -11.6% | -4.3% |
| 7D | -12.8% | +12.6% | -25.5% | -7.9% |
| 30D | -20.9% | +18.0% | -38.9% | -15.1% |
| 3M | -38.0% | +11.0% | -49.0% | -34.0% |
| 6M | -47.5% | -2.0% | -45.5% | -44.5% |
| YTD | +1.8% | -16.7% | +18.5% | +1.0% |
| 1Y | -22.1% | -23.9% | +1.8% | -23.8% |
| All | -22.1% | -24.7% | +2.7% | -23.8% |
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