+332.7%
CAT vs WULF
-29.7%
+362.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.2% | -0.5% |
| 7D | +2.9% | +15.6% | -12.6% | +1.8% |
| 30D | -2.6% | +5.7% | -8.4% | -3.1% |
| 3M | -10.7% | -32.3% | +21.6% | -8.7% |
| 6M | +16.1% | +23.7% | -7.5% | +14.1% |
| YTD | +43.2% | +49.1% | -5.9% | +38.6% |
| 1Y | +96.8% | +66.3% | +30.5% | +88.2% |
| 3Y | +201.4% | +851.7% | -650.3% | +147.6% |
| 5Y | +332.7% | -30.9% | +363.6% | +238.3% |
| All | +332.7% | -29.7% | +362.4% | +238.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling