-30.9%
WULF vs CRL
-38.6%
+7.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.9% | -3.9% | -4.6% |
| 7D | -0.6% | -6.9% | +6.4% | +3.9% |
| 30D | -3.6% | -3.2% | -0.5% | -1.7% |
| 3M | -30.4% | +46.5% | -76.9% | -47.2% |
| 6M | +12.5% | +63.1% | -50.6% | -22.2% |
| YTD | +40.5% | +36.9% | +3.6% | +8.2% |
| 1Y | +53.0% | +78.1% | -25.1% | -5.9% |
| 3Y | +796.7% | +36.7% | +760.0% | +556.6% |
| 5Y | -30.9% | -38.1% | +7.2% | -26.5% |
| All | -30.9% | -38.6% | +7.7% | -26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling