+94.1%
WULF vs CSGP
-66.0%
+160.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.8% | +10.0% | +7.7% |
| 7D | +21.9% | -5.1% | +27.0% | +20.4% |
| 30D | +4.6% | +0.3% | +4.2% | +5.0% |
| 3M | -30.9% | -9.1% | -21.8% | -30.6% |
| 6M | +29.9% | -37.3% | +67.2% | +32.6% |
| YTD | +55.4% | -54.9% | +110.3% | +70.3% |
| 1Y | +94.1% | -65.5% | +159.7% | +135.9% |
| All | +94.1% | -66.0% | +160.1% | +135.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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