-30.9%
WULF vs CFG
+99.7%
-130.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.3% |
| 7D | +15.6% | -0.6% | +16.2% | +16.3% |
| 30D | +5.7% | -4.5% | +10.3% | +10.3% |
| 3M | -32.3% | +6.3% | -38.6% | -36.8% |
| 6M | +23.7% | +20.6% | +3.1% | +3.4% |
| YTD | +49.1% | +21.2% | +27.8% | +23.4% |
| 1Y | +66.3% | +38.2% | +28.1% | +21.8% |
| 3Y | +851.7% | +185.9% | +665.7% | +305.1% |
| 5Y | -30.9% | +97.0% | -127.9% | -59.7% |
| All | -30.9% | +99.7% | -130.6% | -59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling