-13.1%
CRCL vs WULF
+83.4%
-96.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.9% | -1.7% |
| 7D | +17.1% | +7.6% | +9.6% | +14.6% |
| 30D | +61.3% | -8.6% | +69.9% | +65.1% |
| 3M | +12.7% | -37.0% | +49.7% | +28.2% |
| 6M | -3.1% | +7.4% | -10.5% | -9.2% |
| YTD | +28.7% | +43.7% | -15.0% | +7.7% |
| 1Y | -13.1% | +86.1% | -99.3% | -24.8% |
| All | -13.1% | +83.4% | -96.6% | -24.8% |
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