+194.8%
COHR vs WULF
+83.4%
+111.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.7% | +4.9% | +6.0% |
| 7D | +1.0% | +7.6% | -6.6% | -2.0% |
| 30D | -14.1% | -8.6% | -5.5% | -11.2% |
| 3M | -33.2% | -37.0% | +3.8% | -23.0% |
| 6M | +2.5% | +7.4% | -4.9% | +3.3% |
| YTD | +52.7% | +43.7% | +9.0% | +44.0% |
| 1Y | +194.8% | +86.1% | +108.6% | +168.6% |
| All | +194.8% | +83.4% | +111.3% | +168.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WULF.
Daily Out/Under-Performance
Portfolio return minus WULF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WULF 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 1y: compounded portfolio wealth divided by compounded WULF 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…
1y analysis · Full analysis span regression · 6 months rolling