-54.1%
WULF vs CLF
-41.3%
-12.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.1% |
| 7D | +29.4% | +16.0% | +13.4% | +20.7% |
| 30D | -1.3% | +1.6% | -2.9% | -2.3% |
| 3M | -24.1% | +6.7% | -30.8% | -27.5% |
| 6M | -42.8% | +21.1% | -63.9% | -50.2% |
| YTD | +13.5% | -1.6% | +15.1% | +6.3% |
| 1Y | +3.2% | +18.5% | -15.3% | -11.7% |
| 3Y | +1,230.6% | -21.0% | +1,251.6% | +1,132.8% |
| 5Y | -54.1% | -41.4% | -12.7% | -50.9% |
| All | -54.1% | -41.3% | -12.8% | -50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling