+86.1%
WULF vs CFG
+40.4%
+45.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | +7.6% | +1.5% | +6.0% | +6.3% |
| 30D | -8.6% | -3.8% | -4.8% | -5.6% |
| 3M | -37.0% | +11.5% | -48.4% | -44.0% |
| 6M | +7.4% | +19.2% | -11.8% | -9.9% |
| YTD | +43.7% | +23.7% | +20.0% | +16.0% |
| 1Y | +86.1% | +38.8% | +47.3% | +32.8% |
| All | +86.1% | +40.4% | +45.7% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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