-10.0%
CRM vs WULF
-22.8%
+12.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.6% | +8.8% | +1.8% |
| 7D | -6.2% | -12.8% | +6.6% | -6.9% |
| 30D | -1.2% | -20.9% | +19.7% | -2.5% |
| 3M | +19.1% | -38.0% | +57.2% | +15.9% |
| 6M | +23.0% | -47.5% | +70.5% | +19.6% |
| YTD | -13.7% | +1.8% | -15.5% | -16.5% |
| 1Y | -10.0% | -22.1% | +12.1% | -12.1% |
| All | -10.0% | -22.8% | +12.8% | -12.1% |
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