+1,841.8%
WULF vs CCL
+270.8%
+1,571.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.3% | +9.5% | +8.5% |
| 7D | +21.9% | -0.1% | +22.0% | +21.9% |
| 30D | +4.6% | -20.0% | +24.5% | +9.6% |
| 3M | -30.9% | -13.7% | -17.3% | -28.9% |
| 6M | +29.9% | -9.0% | +38.9% | +32.5% |
| YTD | +55.4% | -22.8% | +78.3% | +64.0% |
| 1Y | +94.1% | -25.3% | +119.4% | +105.0% |
| 3Y | +892.2% | +54.1% | +838.2% | +834.0% |
| 5Y | -26.7% | +3.5% | -30.2% | -30.3% |
| 10Y | +94.0% | -41.0% | +135.0% | +81.6% |
| All | +1,841.8% | +270.8% | +1,571.0% | +1,594.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling