+892.2%
WULF vs CL
+28.9%
+863.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.4% | +8.6% | +7.9% |
| 7D | +21.9% | -1.4% | +23.3% | +20.8% |
| 30D | +4.6% | -5.2% | +9.8% | +1.4% |
| 3M | -30.9% | +3.3% | -34.2% | -29.1% |
| 6M | +29.9% | -4.4% | +34.3% | +27.0% |
| YTD | +55.4% | +13.9% | +41.5% | +71.0% |
| 1Y | +94.1% | +7.6% | +86.5% | +108.1% |
| 3Y | +892.2% | +29.6% | +862.6% | +938.4% |
| All | +892.2% | +28.9% | +863.3% | +938.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 3y: compounded portfolio wealth divided by compounded CL 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…
3y analysis · Full analysis span regression · 6 months rolling