+14.3%
WULF vs CEG
+681.8%
-667.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.7% | -3.1% | -4.4% |
| 7D | -0.6% | +0.3% | -0.9% | -0.7% |
| 30D | -3.6% | +2.9% | -6.5% | -4.9% |
| 3M | -30.4% | +18.2% | -48.6% | -35.6% |
| 6M | +12.5% | -9.5% | +22.0% | +17.3% |
| YTD | +40.5% | -18.7% | +59.2% | +53.5% |
| 1Y | +53.0% | -10.1% | +63.1% | +60.1% |
| 3Y | +796.7% | +168.3% | +628.3% | +618.3% |
| All | +14.3% | +681.8% | -667.5% | -12.2% |
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