+688.6%
CAT vs WULF
+34.7%
+653.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.6% |
| 7D | +7.4% | +11.0% | -3.6% | +6.7% |
| 30D | -19.7% | +9.4% | -29.0% | -20.2% |
| 3M | -29.6% | -22.6% | -7.0% | -28.8% |
| 6M | -33.2% | -45.4% | +12.2% | -31.3% |
| YTD | +5.7% | +9.8% | -4.2% | +4.5% |
| 1Y | +9.3% | +8.0% | +1.3% | +8.0% |
| 3Y | +158.3% | +1,149.5% | -991.2% | +120.1% |
| 5Y | +211.6% | -55.6% | +267.2% | +171.3% |
| All | +688.6% | +34.7% | +653.9% | +553.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WULF.
Daily Out/Under-Performance
Portfolio return minus WULF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WULF 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 WULF 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