+201.6%
CAT vs WULF
+851.7%
-650.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.2% | -0.4% |
| 7D | +2.9% | +15.6% | -12.6% | +1.3% |
| 30D | -2.6% | +5.7% | -8.4% | -3.4% |
| 3M | -10.7% | -32.3% | +21.6% | -7.8% |
| 6M | +16.1% | +23.7% | -7.5% | +13.2% |
| YTD | +43.2% | +49.1% | -5.9% | +36.7% |
| 1Y | +96.8% | +66.3% | +30.5% | +84.6% |
| All | +201.6% | +851.7% | -650.1% | +124.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling