-0.8%
CRM vs WULF
-28.8%
+27.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | +1.7% |
| 7D | -4.4% | +1.4% | -5.8% | -4.6% |
| 30D | +28.1% | -2.6% | +30.8% | +28.1% |
| 3M | +48.8% | -34.0% | +82.8% | +51.3% |
| 6M | +28.3% | +10.0% | +18.3% | +25.3% |
| YTD | -6.0% | +45.7% | -51.7% | -10.4% |
| 1Y | +1.4% | +57.3% | -55.9% | -4.7% |
| 3Y | +11.8% | +878.9% | -867.1% | -15.9% |
| All | -0.8% | -28.8% | +27.9% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling