+972.6%
WULF vs CSGP
-60.4%
+1,033.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -4.7% | +17.5% | +13.3% |
| 7D | -3.1% | +1.3% | -4.3% | -3.5% |
| 30D | -21.0% | +10.7% | -31.7% | -24.0% |
| 3M | -35.5% | +3.3% | -38.8% | -37.8% |
| 6M | -55.8% | -10.3% | -45.5% | -55.9% |
| YTD | -1.0% | -54.6% | +53.5% | +39.5% |
| 1Y | -20.4% | -54.6% | +34.3% | +12.2% |
| 3Y | +972.6% | -60.3% | +1,033.0% | +1,722.8% |
| All | +972.6% | -60.4% | +1,033.1% | +1,722.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling