+843.9%
WULF vs CPB
-43.2%
+887.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.3% | -1.5% | -8.3% |
| 7D | -0.6% | -5.4% | +4.8% | -3.9% |
| 30D | -3.6% | -7.8% | +4.2% | -7.6% |
| 3M | -30.4% | -6.9% | -23.5% | -31.8% |
| 6M | +12.5% | -12.2% | +24.7% | +8.7% |
| YTD | +40.5% | -21.1% | +61.5% | +30.8% |
| 1Y | +53.0% | -33.5% | +86.5% | +33.6% |
| All | +843.9% | -43.2% | +887.0% | +624.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling