+53.0%
WULF vs CPRT
-35.8%
+88.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.0% | -1.8% | -6.7% |
| 7D | -0.6% | -8.4% | +7.9% | -2.7% |
| 30D | -3.6% | +4.6% | -8.2% | -1.6% |
| 3M | -30.4% | -1.9% | -28.5% | -28.4% |
| 6M | +12.5% | -15.3% | +27.8% | +14.1% |
| YTD | +40.5% | -21.5% | +61.9% | +40.6% |
| 1Y | +53.0% | -36.6% | +89.6% | +66.7% |
| All | +53.0% | -35.8% | +88.8% | +66.7% |
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