+1,298.7%
CRDO vs WULF
+50.8%
+1,247.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.1% | +1.0% |
| 7D | -4.5% | +1.4% | -5.9% | -4.8% |
| 30D | -39.2% | -2.6% | -36.6% | -39.1% |
| 3M | -38.5% | -34.0% | -4.5% | -34.0% |
| 6M | +40.6% | +10.0% | +30.6% | +38.2% |
| YTD | +13.2% | +45.7% | -32.4% | +5.8% |
| 1Y | +2.3% | +57.3% | -55.1% | -6.6% |
| 3Y | +942.5% | +878.9% | +63.6% | +580.9% |
| All | +1,298.7% | +50.8% | +1,247.9% | +937.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling