+1,222.8%
WULF vs CMS
+37.7%
+1,185.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.2% | +6.6% | +6.3% |
| 7D | +14.2% | -1.1% | +15.3% | +13.7% |
| 30D | -0.1% | +6.6% | -6.6% | +2.7% |
| 3M | -20.2% | +0.8% | -21.1% | -19.6% |
| 6M | -42.8% | -3.3% | -39.5% | -43.1% |
| YTD | +16.3% | +2.7% | +13.6% | +18.7% |
| 1Y | +8.0% | -4.0% | +12.0% | +8.4% |
| All | +1,222.8% | +37.7% | +1,185.0% | +979.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling