+1,762.4%
WULF vs CAG
+354.2%
+1,408.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -4.1% |
| 7D | +15.6% | -6.6% | +22.2% | +15.4% |
| 30D | +5.7% | +2.3% | +3.4% | +5.8% |
| 3M | -32.3% | +16.3% | -48.6% | -32.1% |
| 6M | +23.7% | -16.0% | +39.7% | +23.7% |
| YTD | +49.1% | -7.7% | +56.8% | +49.2% |
| 1Y | +66.3% | -16.0% | +82.3% | +66.3% |
| 3Y | +851.7% | -37.7% | +889.4% | +849.4% |
| 5Y | -30.9% | -41.2% | +10.3% | -31.2% |
| 10Y | +86.9% | -33.8% | +120.7% | +82.7% |
| All | +1,762.4% | +354.2% | +1,408.2% | +1,961.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling