-30.9%
WULF vs CPRT
-8.8%
-22.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.3% | -2.7% |
| 7D | +15.6% | -0.4% | +16.0% | +15.9% |
| 30D | +5.7% | +8.2% | -2.5% | -1.5% |
| 3M | -32.3% | +2.3% | -34.6% | -36.3% |
| 6M | +23.7% | -14.7% | +38.4% | +37.6% |
| YTD | +49.1% | -18.2% | +67.3% | +68.5% |
| 1Y | +66.3% | -33.4% | +99.7% | +135.4% |
| 3Y | +851.7% | -28.3% | +880.0% | +1,058.6% |
| 5Y | -30.9% | -9.8% | -21.1% | -42.7% |
| All | -30.9% | -8.8% | -22.1% | -42.7% |
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 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