+89.2%
WULF vs CPNG
-76.2%
+165.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.1% | +0.6% | +2.5% |
| 7D | +1.4% | -1.1% | +2.5% | +1.8% |
| 30D | -2.6% | -7.4% | +4.7% | -0.1% |
| 3M | -34.0% | -12.3% | -21.6% | -30.8% |
| 6M | +10.0% | -19.4% | +29.4% | +17.9% |
| YTD | +45.7% | -35.9% | +81.6% | +70.3% |
| 1Y | +57.3% | -53.4% | +110.7% | +107.6% |
| 3Y | +878.9% | -20.0% | +898.9% | +930.3% |
| 5Y | -28.3% | -49.6% | +21.3% | -32.0% |
| All | +89.2% | -76.2% | +165.4% | +62.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling