-35.5%
WULF vs CVE
-2.5%
-33.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.6% | +13.4% | +12.8% |
| 7D | -3.1% | -16.1% | +13.1% | -4.0% |
| 30D | -21.0% | -10.4% | -10.7% | -19.0% |
| 3M | -35.5% | -2.4% | -33.1% | -27.9% |
| All | -35.5% | -2.5% | -33.0% | -27.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling