+86.1%
WULF vs CLS
+47.9%
+38.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.3% |
| 7D | +7.6% | +4.6% | +3.0% | +4.9% |
| 30D | -8.6% | -13.9% | +5.3% | -2.0% |
| 3M | -37.0% | -26.6% | -10.4% | -27.2% |
| 6M | +7.4% | +15.4% | -8.0% | -4.6% |
| YTD | +43.7% | +5.7% | +38.0% | +31.8% |
| 1Y | +86.1% | +41.1% | +45.0% | +82.1% |
| All | +86.1% | +47.9% | +38.2% | +82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 1y: compounded portfolio wealth divided by compounded CLS 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…
1y analysis · Full analysis span regression · 6 months rolling