-38.5%
CRCL vs WULF
-33.2%
-5.4%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -13.8% | +5.1% | -3.8% |
| 7D | -13.1% | -20.9% | +7.8% | -5.9% |
| 30D | -17.4% | -32.7% | +15.3% | -6.1% |
| 3M | +9.8% | -44.2% | +54.0% | +31.5% |
| 6M | -39.2% | -57.1% | +17.9% | -21.7% |
| YTD | -12.4% | -12.3% | -0.1% | -19.1% |
| 1Y | -38.5% | -34.4% | -4.2% | -37.6% |
| All | -38.5% | -33.2% | -5.4% | -37.6% |
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