+76.1%
WULF vs CPRT
+392.8%
-316.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.0% | -1.8% | -4.2% |
| 7D | -0.6% | -8.4% | +7.9% | +3.0% |
| 30D | -3.6% | +4.6% | -8.2% | -5.4% |
| 3M | -30.4% | -1.9% | -28.5% | -31.0% |
| 6M | +12.5% | -15.3% | +27.8% | +18.6% |
| YTD | +40.5% | -21.5% | +61.9% | +51.8% |
| 1Y | +53.0% | -36.6% | +89.6% | +83.2% |
| 3Y | +796.7% | -31.2% | +827.9% | +953.0% |
| 5Y | -30.9% | -14.1% | -16.8% | -28.2% |
| All | +76.1% | +392.8% | -316.7% | +91.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling