+39.2%
WULF vs CMS
+136.3%
-97.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.4% |
| 7D | +29.4% | -1.3% | +30.6% | +29.5% |
| 30D | -1.3% | +5.3% | -6.5% | -1.9% |
| 3M | -24.1% | -0.3% | -23.8% | -24.2% |
| 6M | -42.8% | -4.0% | -38.8% | -42.8% |
| YTD | +13.5% | +2.1% | +11.4% | +12.8% |
| 1Y | +3.2% | -4.7% | +7.9% | +3.3% |
| 3Y | +1,230.6% | +36.8% | +1,193.8% | +1,131.3% |
| 5Y | -54.1% | +34.9% | -89.0% | -57.8% |
| All | +39.2% | +136.3% | -97.1% | +27.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling