+706.0%
WULF vs CME
+7,387.0%
-6,680.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.1% | +9.3% | +8.3% |
| 7D | +21.9% | -2.9% | +24.8% | +22.2% |
| 30D | +4.6% | +5.5% | -1.0% | +4.0% |
| 3M | -30.9% | +11.0% | -41.9% | -31.8% |
| 6M | +29.9% | -9.7% | +39.6% | +30.7% |
| YTD | +55.4% | +4.9% | +50.6% | +53.9% |
| 1Y | +94.1% | +10.1% | +84.0% | +91.2% |
| 3Y | +892.2% | +53.5% | +838.7% | +831.1% |
| 5Y | -26.7% | +77.2% | -103.9% | -32.6% |
| 10Y | +94.0% | +282.1% | -188.2% | +63.3% |
| All | +706.0% | +7,387.0% | -6,680.9% | +322.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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