+298.9%
WULF vs CSGP
+3,334.4%
-3,035.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.2% | +1.9% |
| 7D | +7.6% | -4.1% | +11.6% | +8.0% |
| 30D | -8.6% | +2.3% | -11.0% | -9.1% |
| 3M | -37.0% | -8.2% | -28.8% | -36.8% |
| 6M | +7.4% | -35.1% | +42.5% | +11.1% |
| YTD | +43.7% | -54.0% | +97.7% | +53.2% |
| 1Y | +86.1% | -65.3% | +151.4% | +104.3% |
| 3Y | +733.8% | -62.6% | +796.4% | +811.0% |
| 5Y | -33.6% | -64.8% | +31.2% | -27.5% |
| 10Y | +76.1% | +45.1% | +31.0% | +80.4% |
| All | +298.9% | +3,334.4% | -3,035.6% | +280.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling