+878.9%
WULF vs CLS
+1,361.6%
-482.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.6% | -2.8% | -0.1% |
| 7D | +1.4% | +10.9% | -9.6% | -4.4% |
| 30D | -2.6% | +2.1% | -4.7% | -3.7% |
| 3M | -34.0% | -10.2% | -23.8% | -31.2% |
| 6M | +10.0% | +30.4% | -20.4% | -10.3% |
| YTD | +45.7% | +17.2% | +28.5% | +24.3% |
| 1Y | +57.3% | +41.0% | +16.3% | +17.6% |
| 3Y | +878.9% | +1,338.0% | -459.0% | +44.3% |
| All | +878.9% | +1,361.6% | -482.7% | +44.3% |
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