+878.9%
WULF vs CRL
+38.6%
+840.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.8% | +2.7% |
| 7D | +1.4% | -3.5% | +4.9% | +3.3% |
| 30D | -2.6% | -2.1% | -0.5% | -1.4% |
| 3M | -34.0% | +48.0% | -81.9% | -48.4% |
| 6M | +10.0% | +64.7% | -54.8% | -20.7% |
| YTD | +45.7% | +39.5% | +6.2% | +15.3% |
| 1Y | +57.3% | +74.2% | -16.9% | +3.9% |
| 3Y | +878.9% | +39.4% | +839.6% | +685.7% |
| All | +878.9% | +38.6% | +840.3% | +685.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling