-55.9%
WULF vs CSGP
-62.5%
+6.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.9% | -6.1% | -4.3% |
| 7D | +11.0% | +1.3% | +9.7% | +10.4% |
| 30D | +9.4% | +2.8% | +6.5% | +4.6% |
| 3M | -22.6% | -6.3% | -16.3% | -23.9% |
| 6M | -45.4% | -3.2% | -42.3% | -49.3% |
| YTD | +9.8% | -54.0% | +63.8% | +59.4% |
| 1Y | +8.0% | -54.8% | +62.9% | +59.1% |
| 3Y | +1,149.5% | -60.6% | +1,210.1% | +1,902.3% |
| All | -55.9% | -62.5% | +6.5% | -39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling