+830.2%
COHR vs WULF
+830.0%
+0.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.7% | +0.4% | +3.4% |
| 7D | +8.3% | +1.4% | +6.9% | +8.1% |
| 30D | -14.1% | -2.6% | -11.5% | -13.6% |
| 3M | -16.0% | -34.0% | +18.0% | -9.4% |
| 6M | +21.5% | +10.0% | +11.5% | +20.5% |
| YTD | +65.4% | +45.7% | +19.8% | +55.9% |
| 1Y | +195.0% | +57.3% | +137.7% | +171.1% |
| 3Y | +830.2% | +878.9% | -48.8% | +493.3% |
| All | +830.2% | +830.0% | +0.2% | +493.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling