+82.7%
WULF vs CMG
+327.5%
-244.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.7% |
| 7D | +1.4% | -2.1% | +3.4% | +2.1% |
| 30D | -2.6% | +10.9% | -13.5% | -6.0% |
| 3M | -34.0% | +15.8% | -49.8% | -37.6% |
| 6M | +10.0% | +6.9% | +3.0% | +6.2% |
| YTD | +45.7% | -2.2% | +47.9% | +45.1% |
| 1Y | +57.3% | -7.1% | +64.4% | +57.3% |
| 3Y | +878.9% | -7.1% | +886.1% | +910.8% |
| 5Y | -28.3% | -4.8% | -23.5% | -29.9% |
| All | +82.7% | +327.5% | -244.8% | +81.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling