+298.3%
WULF vs CCI
+907.3%
-609.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.2% | +8.0% | +8.2% |
| 7D | +21.9% | +0.2% | +21.7% | +21.9% |
| 30D | +4.6% | +0.5% | +4.1% | +4.5% |
| 3M | -30.9% | -16.3% | -14.7% | -30.6% |
| 6M | +29.9% | -13.9% | +43.8% | +30.4% |
| YTD | +55.4% | -12.4% | +67.9% | +56.0% |
| 1Y | +94.1% | -15.2% | +109.3% | +95.0% |
| 3Y | +892.2% | -9.9% | +902.1% | +891.0% |
| 5Y | -26.7% | -50.8% | +24.1% | -25.4% |
| 10Y | +94.0% | +18.3% | +75.7% | +91.9% |
| All | +298.3% | +907.3% | -609.0% | +297.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling