+82.4%
WULF vs CPNG
-76.9%
+159.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.6% | -5.2% | -5.5% |
| 7D | -0.6% | -5.4% | +4.9% | +1.6% |
| 30D | -3.6% | -11.1% | +7.4% | +0.4% |
| 3M | -30.4% | -3.0% | -27.4% | -30.0% |
| 6M | +12.5% | -23.5% | +36.0% | +23.0% |
| YTD | +40.5% | -37.8% | +78.3% | +66.1% |
| 1Y | +53.0% | -54.3% | +107.3% | +103.5% |
| 3Y | +796.7% | -20.8% | +817.5% | +848.2% |
| 5Y | -30.9% | -51.1% | +20.2% | -33.6% |
| All | +82.4% | -76.9% | +159.3% | +59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling