+57.3%
WULF vs CCJ
+22.0%
+35.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +4.4% |
| 7D | +1.4% | -4.0% | +5.4% | +5.1% |
| 30D | -2.6% | -2.4% | -0.2% | -0.7% |
| 3M | -34.0% | -2.3% | -31.7% | -32.4% |
| 6M | +10.0% | -16.2% | +26.2% | +26.0% |
| YTD | +45.7% | +5.7% | +40.0% | +41.0% |
| 1Y | +57.3% | +21.3% | +36.1% | +57.3% |
| All | +57.3% | +22.0% | +35.3% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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