+94.0%
WULF vs CVE
+170.0%
-76.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.5% | +5.6% | +7.5% |
| 7D | +21.9% | +0.2% | +21.7% | +21.9% |
| 30D | +4.6% | +17.5% | -12.9% | 0.0% |
| 3M | -30.9% | +16.2% | -47.1% | -34.0% |
| 6M | +29.9% | +47.8% | -17.9% | +15.6% |
| YTD | +55.4% | +98.5% | -43.1% | +28.3% |
| 1Y | +94.1% | +109.8% | -15.6% | +57.4% |
| 3Y | +892.2% | +75.5% | +816.8% | +733.0% |
| 5Y | -26.7% | +341.6% | -368.3% | -47.0% |
| 10Y | +94.0% | +159.8% | -65.8% | +33.5% |
| All | +94.0% | +170.0% | -76.0% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling