-10.6%
WULF vs CEG
+666.0%
-676.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -2.8% |
| 7D | +11.0% | +12.1% | -1.1% | +4.5% |
| 30D | +9.4% | +0.2% | +9.1% | +9.8% |
| 3M | -22.6% | +0.7% | -23.3% | -22.6% |
| 6M | -45.4% | +2.2% | -47.7% | -45.7% |
| YTD | +9.8% | -20.3% | +30.2% | +21.6% |
| 1Y | +8.0% | -16.1% | +24.1% | +17.3% |
| 3Y | +1,149.5% | +134.7% | +1,014.8% | +941.9% |
| All | -10.6% | +666.0% | -676.6% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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