+1,720.0%
WULF vs CMI
+9,102.2%
-7,382.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.5% | +3.5% |
| 7D | +1.4% | -0.7% | +2.1% | +1.6% |
| 30D | -2.6% | -12.4% | +9.8% | -0.1% |
| 3M | -34.0% | -14.8% | -19.2% | -31.7% |
| 6M | +10.0% | +0.8% | +9.2% | +11.2% |
| YTD | +45.7% | +10.2% | +35.5% | +46.0% |
| 1Y | +57.3% | +37.4% | +19.9% | +52.1% |
| 3Y | +878.9% | +153.3% | +725.7% | +787.2% |
| 5Y | -28.3% | +167.6% | -195.9% | -35.3% |
| 10Y | +82.7% | +514.4% | -431.7% | +53.2% |
| All | +1,720.0% | +9,102.2% | -7,382.2% | +1,092.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling