+901.8%
WULF vs CPRT
-28.6%
+930.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.3% | -3.4% |
| 7D | +15.6% | -0.4% | +16.0% | +15.7% |
| 30D | +5.7% | +8.2% | -2.5% | +2.7% |
| 3M | -32.3% | +2.3% | -34.6% | -33.3% |
| 6M | +23.7% | -14.7% | +38.4% | +35.3% |
| YTD | +49.1% | -18.2% | +67.3% | +65.1% |
| 1Y | +66.3% | -33.4% | +99.7% | +117.5% |
| All | +901.8% | -28.6% | +930.3% | +1,104.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling