+57.3%
WULF vs CNP
+5.6%
+51.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +1.4% | -1.4% | +2.8% | +1.4% |
| 30D | -2.6% | -2.9% | +0.3% | -2.8% |
| 3M | -34.0% | -7.5% | -26.4% | -35.0% |
| 6M | +10.0% | -7.9% | +17.9% | +8.9% |
| YTD | +45.7% | +3.7% | +41.9% | +47.8% |
| 1Y | +57.3% | +4.6% | +52.7% | +64.2% |
| All | +57.3% | +5.6% | +51.7% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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