-22.1%
WULF vs CMI
+10.9%
-33.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -5.8% | -0.9% | +1.4% |
| 7D | -12.8% | -11.2% | -1.6% | +3.1% |
| 30D | -20.9% | -9.8% | -11.0% | -7.9% |
| 3M | -38.0% | -25.5% | -12.5% | -6.0% |
| 6M | -47.5% | -27.7% | -19.9% | -18.1% |
| YTD | +1.8% | -6.6% | +8.4% | +12.9% |
| 1Y | -22.1% | +11.7% | -33.7% | -31.2% |
| All | -22.1% | +10.9% | -33.0% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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