-22.1%
WULF vs CMG
+12.0%
-34.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +5.8% | -12.5% | -8.0% |
| 7D | -12.8% | +22.5% | -35.3% | -17.6% |
| 30D | -20.9% | +14.1% | -35.0% | -23.8% |
| 3M | -38.0% | +4.1% | -42.1% | -39.0% |
| 6M | -47.5% | +10.1% | -57.6% | -50.6% |
| YTD | +1.8% | -4.9% | +6.7% | +8.6% |
| 1Y | -22.1% | +10.9% | -33.0% | -28.0% |
| All | -22.1% | +12.0% | -34.0% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 1y: compounded portfolio wealth divided by compounded CMG 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…
1y analysis · Full analysis span regression · 6 months rolling