+57.3%
WULF vs CCL
-26.6%
+84.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.5% | +3.2% |
| 7D | +1.4% | -3.2% | +4.6% | +2.9% |
| 30D | -2.6% | -17.8% | +15.2% | +6.1% |
| 3M | -34.0% | -18.7% | -15.3% | -27.8% |
| 6M | +10.0% | -11.4% | +21.4% | +15.0% |
| YTD | +45.7% | -24.3% | +70.0% | +59.3% |
| 1Y | +57.3% | -28.8% | +86.1% | +54.8% |
| All | +57.3% | -26.6% | +84.0% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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