+843.9%
WULF vs CCI
-12.4%
+856.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.7% | -4.0% | -5.8% |
| 7D | -0.6% | -4.4% | +3.8% | -0.6% |
| 30D | -3.6% | +0.3% | -4.0% | -3.6% |
| 3M | -30.4% | -20.0% | -10.4% | -29.8% |
| 6M | +12.5% | -14.5% | +27.0% | +12.8% |
| YTD | +40.5% | -14.9% | +55.3% | +39.9% |
| 1Y | +53.0% | -17.7% | +70.6% | +52.1% |
| All | +843.9% | -12.4% | +856.2% | +844.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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