-22.1%
WULF vs CMS
+1.4%
-23.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.4% | -8.0% | -5.7% |
| 7D | -12.8% | +4.1% | -16.9% | -10.4% |
| 30D | -20.9% | +10.9% | -31.7% | -16.7% |
| 3M | -38.0% | -0.2% | -37.8% | -37.6% |
| 6M | -47.5% | -4.7% | -42.8% | -47.8% |
| YTD | +1.8% | +3.9% | -2.1% | +9.7% |
| 1Y | -22.1% | +0.4% | -22.4% | -15.3% |
| All | -22.1% | +1.4% | -23.4% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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