+393.6%
COHR vs WULF
-28.8%
+422.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.7% | +0.4% | +3.6% |
| 7D | +8.3% | +1.4% | +6.9% | +8.1% |
| 30D | -14.1% | -2.6% | -11.5% | -13.8% |
| 3M | -16.0% | -34.0% | +18.0% | -11.0% |
| 6M | +21.5% | +10.0% | +11.5% | +20.7% |
| YTD | +65.4% | +45.7% | +19.8% | +57.8% |
| 1Y | +195.0% | +57.3% | +137.7% | +176.1% |
| 3Y | +830.2% | +878.9% | -48.8% | +536.2% |
| All | +393.6% | -28.8% | +422.3% | +233.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling