-24.7%
WULF vs CAG
-43.1%
+18.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.4% |
| 7D | +1.4% | -5.7% | +7.1% | -0.9% |
| 30D | -2.6% | -2.4% | -0.2% | -3.4% |
| 3M | -34.0% | +9.8% | -43.8% | -31.0% |
| 6M | +10.0% | -10.8% | +20.8% | +7.4% |
| YTD | +45.7% | -10.8% | +56.5% | +42.8% |
| 1Y | +57.3% | -19.0% | +76.3% | +49.5% |
| 3Y | +878.9% | -39.7% | +918.6% | +734.6% |
| All | -24.7% | -43.1% | +18.4% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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