+86.1%
WULF vs CAI
-31.3%
+117.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.0% |
| 7D | +7.6% | -2.2% | +9.7% | +8.1% |
| 30D | -8.6% | +52.4% | -61.0% | -18.3% |
| 3M | -37.0% | +45.1% | -82.0% | -42.9% |
| 6M | +7.4% | +26.2% | -18.8% | -0.3% |
| YTD | +43.7% | -7.1% | +50.8% | +39.1% |
| 1Y | +86.1% | -31.0% | +117.2% | +89.3% |
| All | +86.1% | -31.3% | +117.4% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling