+892.2%
WULF vs CLF
-14.9%
+907.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.7% | +9.9% | +8.9% |
| 7D | +21.9% | +6.5% | +15.4% | +18.4% |
| 30D | +4.6% | +0.2% | +4.3% | +3.9% |
| 3M | -30.9% | -3.1% | -27.9% | -31.4% |
| 6M | +29.9% | +25.0% | +4.9% | +13.8% |
| YTD | +55.4% | -7.5% | +62.9% | +52.0% |
| 1Y | +94.1% | +11.5% | +82.6% | +66.7% |
| 3Y | +892.2% | -13.7% | +905.9% | +691.6% |
| All | +892.2% | -14.9% | +907.1% | +691.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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