+12,107.4%
CAT vs WULF
+1,695.0%
+10,412.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.7% |
| 7D | +1.7% | +7.6% | -5.8% | +1.4% |
| 30D | -6.6% | -8.6% | +2.1% | -6.3% |
| 3M | -13.3% | -37.0% | +23.7% | -11.8% |
| 6M | +11.6% | +7.4% | +4.2% | +11.0% |
| YTD | +42.9% | +43.7% | -0.7% | +40.3% |
| 1Y | +95.4% | +86.1% | +9.3% | +89.3% |
| 3Y | +196.6% | +733.8% | -537.3% | +162.6% |
| 5Y | +321.7% | -33.6% | +355.2% | +277.4% |
| 10Y | +1,140.8% | +76.1% | +1,064.7% | +952.7% |
| All | +12,107.4% | +1,695.0% | +10,412.5% | +10,114.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling