+335.9%
WULF vs CAI
-9.9%
+345.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.5% | +3.3% |
| 7D | +1.4% | -2.9% | +4.3% | +2.3% |
| 30D | -2.6% | +9.3% | -12.0% | -5.4% |
| 3M | -34.0% | +35.2% | -69.2% | -41.1% |
| 6M | +10.0% | +30.7% | -20.7% | -2.8% |
| YTD | +45.7% | -9.8% | +55.5% | +48.1% |
| 1Y | +57.3% | -28.9% | +86.2% | +77.1% |
| All | +335.9% | -9.9% | +345.8% | +340.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling