+901.8%
WULF vs CNH
+9.4%
+892.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.2% | -6.3% | -5.4% |
| 7D | +15.6% | +1.8% | +13.8% | +13.8% |
| 30D | +5.7% | +32.6% | -26.9% | -12.5% |
| 3M | -32.3% | +29.4% | -61.7% | -43.6% |
| 6M | +23.7% | +26.0% | -2.3% | +4.7% |
| YTD | +49.1% | +52.2% | -3.1% | +10.1% |
| 1Y | +66.3% | +23.9% | +42.4% | +40.2% |
| All | +901.8% | +9.4% | +892.4% | +844.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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