-22.1%
WULF vs CRL
+85.3%
-107.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -7.3% | +0.6% | -4.3% |
| 7D | -12.8% | -12.8% | -0.1% | -8.9% |
| 30D | -20.9% | +5.0% | -25.9% | -20.9% |
| 3M | -38.0% | +39.4% | -77.4% | -41.6% |
| 6M | -47.5% | +89.4% | -136.9% | -55.2% |
| YTD | +1.8% | +63.6% | -61.7% | -13.4% |
| 1Y | -22.1% | +83.5% | -105.5% | -34.9% |
| All | -22.1% | +85.3% | -107.4% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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