-35.1%
CRDO vs WULF
-33.2%
-2.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.7% | -13.8% | -3.9% | -10.6% |
| 7D | -32.0% | -20.9% | -11.1% | -22.9% |
| 30D | -49.1% | -32.7% | -16.5% | -37.9% |
| 3M | -50.0% | -44.2% | -5.8% | -34.1% |
| 6M | -42.0% | -57.1% | +15.1% | -16.0% |
| YTD | -21.9% | -12.3% | -9.7% | -17.1% |
| 1Y | -35.1% | -34.4% | -0.8% | -23.8% |
| All | -35.1% | -33.2% | -2.0% | -23.8% |
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