-30.9%
WULF vs CLS
+3,558.3%
-3,589.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.5% | -3.3% | -4.3% |
| 7D | -0.6% | +5.0% | -5.5% | -3.3% |
| 30D | -3.6% | +4.8% | -8.4% | -6.4% |
| 3M | -30.4% | -10.4% | -20.0% | -27.2% |
| 6M | +12.5% | +20.8% | -8.3% | -4.8% |
| YTD | +40.5% | +10.0% | +30.5% | +23.6% |
| 1Y | +53.0% | +28.5% | +24.5% | +18.9% |
| 3Y | +796.7% | +1,292.2% | -495.5% | +30.6% |
| 5Y | -30.9% | +3,616.8% | -3,647.7% | -94.8% |
| All | -30.9% | +3,558.3% | -3,589.1% | -94.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling