+86.1%
WULF vs CPNG
-45.9%
+132.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.5% |
| 7D | +7.6% | -7.4% | +15.0% | +12.0% |
| 30D | -8.6% | -4.4% | -4.2% | -7.0% |
| 3M | -37.0% | -7.5% | -29.5% | -34.8% |
| 6M | +7.4% | -19.9% | +27.4% | +15.7% |
| YTD | +43.7% | -35.2% | +78.9% | +68.7% |
| 1Y | +86.1% | -46.8% | +132.9% | +154.8% |
| All | +86.1% | -45.9% | +132.0% | +154.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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