-30.9%
WULF vs CCI
-50.8%
+19.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.7% | -4.0% | -5.5% |
| 7D | -0.6% | -4.4% | +3.8% | +0.1% |
| 30D | -3.6% | +0.3% | -4.0% | -3.7% |
| 3M | -30.4% | -20.0% | -10.4% | -27.8% |
| 6M | +12.5% | -14.5% | +27.0% | +14.6% |
| YTD | +40.5% | -14.9% | +55.3% | +43.0% |
| 1Y | +53.0% | -17.7% | +70.6% | +56.4% |
| 3Y | +796.7% | -12.4% | +809.0% | +766.6% |
| 5Y | -30.9% | -50.1% | +19.2% | -15.7% |
| All | -30.9% | -50.8% | +19.9% | -15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling