+797.3%
WULF vs CVE
+71.6%
+725.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.4% |
| 7D | +7.6% | +2.5% | +5.1% | +6.0% |
| 30D | -8.6% | +16.7% | -25.4% | -16.9% |
| 3M | -37.0% | +9.3% | -46.2% | -40.7% |
| 6M | +7.4% | +43.6% | -36.2% | -18.0% |
| YTD | +43.7% | +93.6% | -49.9% | -10.6% |
| 1Y | +86.1% | +98.8% | -12.6% | +11.6% |
| All | +797.3% | +71.6% | +725.6% | +365.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling