+1,149.5%
WULF vs CLS
+842.1%
+307.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.4% | +2.2% | 0.0% |
| 7D | +11.0% | +16.3% | -5.3% | +1.3% |
| 30D | +9.4% | -25.7% | +35.0% | +30.3% |
| 3M | -22.6% | -30.9% | +8.2% | -3.4% |
| 6M | -45.4% | -35.5% | -9.9% | -31.6% |
| YTD | +9.8% | -18.7% | +28.5% | +17.1% |
| 1Y | +8.0% | -17.9% | +26.0% | +13.7% |
| 3Y | +1,149.5% | +838.1% | +311.4% | +191.0% |
| All | +1,149.5% | +842.1% | +307.4% | +191.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling