+57.3%
WULF vs CPB
-33.6%
+91.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.9% |
| 7D | +1.4% | -1.8% | +3.2% | -0.3% |
| 30D | -2.6% | -7.1% | +4.5% | -7.8% |
| 3M | -34.0% | -6.0% | -27.9% | -35.8% |
| 6M | +10.0% | -5.3% | +15.2% | +9.1% |
| YTD | +45.7% | -20.8% | +66.5% | +31.2% |
| 1Y | +57.3% | -33.8% | +91.2% | +27.3% |
| All | +57.3% | -33.6% | +91.0% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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