+298.9%
WULF vs CLS
+3,265.4%
-2,966.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.6% |
| 7D | +7.6% | +4.6% | +3.0% | +6.7% |
| 30D | -8.6% | -13.9% | +5.3% | -6.2% |
| 3M | -37.0% | -26.6% | -10.4% | -33.4% |
| 6M | +7.4% | +15.4% | -8.0% | +4.8% |
| YTD | +43.7% | +5.7% | +38.0% | +42.0% |
| 1Y | +86.1% | +41.1% | +45.0% | +75.6% |
| 3Y | +733.8% | +1,228.6% | -494.7% | +495.9% |
| 5Y | -33.6% | +3,240.6% | -3,274.2% | -56.3% |
| 10Y | +76.1% | +2,760.3% | -2,684.3% | +14.6% |
| All | +298.9% | +3,265.4% | -2,966.5% | +126.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling