-42.8%
WULF vs CMS
-3.1%
-39.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.2% | +6.6% | +6.1% |
| 7D | +14.2% | -1.1% | +15.3% | +12.6% |
| 30D | -0.1% | +6.6% | -6.6% | +7.3% |
| 3M | -20.2% | +0.8% | -21.1% | -19.2% |
| 6M | -42.8% | -3.3% | -39.5% | -46.1% |
| All | -42.8% | -3.1% | -39.7% | -46.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling