+1,695.0%
WULF vs CL
+2,367.1%
-672.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +1.7% |
| 7D | +7.6% | -2.2% | +9.7% | +7.6% |
| 30D | -8.6% | -4.8% | -3.8% | -8.6% |
| 3M | -37.0% | +4.9% | -41.9% | -37.2% |
| 6M | +7.4% | -5.7% | +13.1% | +7.4% |
| YTD | +43.7% | +14.4% | +29.3% | +42.8% |
| 1Y | +86.1% | +8.7% | +77.4% | +85.2% |
| 3Y | +733.8% | +30.0% | +703.9% | +714.8% |
| 5Y | -33.6% | +28.4% | -61.9% | -35.2% |
| 10Y | +76.1% | +50.1% | +26.0% | +68.9% |
| All | +1,695.0% | +2,367.1% | -672.1% | +1,680.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling