+901.8%
WULF vs CNP
+52.2%
+849.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.9% |
| 7D | +15.6% | +0.7% | +14.9% | +15.5% |
| 30D | +5.7% | -0.1% | +5.8% | +5.9% |
| 3M | -32.3% | -5.6% | -26.7% | -31.6% |
| 6M | +23.7% | -7.5% | +31.2% | +25.6% |
| YTD | +49.1% | +5.5% | +43.6% | +45.2% |
| 1Y | +66.3% | +8.3% | +58.0% | +60.0% |
| All | +901.8% | +52.2% | +849.6% | +656.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling