+27.3%
CRDO vs WULF
+83.4%
-56.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.7% | +2.2% | +3.2% |
| 7D | -26.7% | +7.6% | -34.3% | -29.0% |
| 30D | -24.1% | -8.6% | -15.4% | -21.6% |
| 3M | -21.6% | -37.0% | +15.4% | -8.3% |
| 6M | +66.3% | +7.4% | +58.9% | +61.0% |
| YTD | +18.5% | +43.7% | -25.1% | +4.4% |
| 1Y | +27.3% | +86.1% | -58.8% | +7.9% |
| All | +27.3% | +83.4% | -56.2% | +7.9% |
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