+250.5%
WULF vs CYCU
-99.9%
+350.4%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +1.8% |
| 7D | +7.6% | -8.1% | +15.6% | +7.8% |
| 30D | -8.6% | -43.0% | +34.3% | -7.3% |
| 3M | -37.0% | -50.8% | +13.9% | -43.1% |
| 6M | +7.4% | -74.1% | +81.5% | -3.3% |
| YTD | +43.7% | -84.0% | +127.7% | +28.7% |
| 1Y | +86.1% | -92.2% | +178.4% | +67.9% |
| All | +250.5% | -99.9% | +350.4% | +404.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CYCU.
Daily Out/Under-Performance
Portfolio return minus CYCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CYCU 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 CYCU 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