-22.1%
WULF vs CRS
-3.8%
-18.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.6% | -5.1% | -5.6% |
| 7D | -12.8% | +4.3% | -17.1% | -15.5% |
| 30D | -20.9% | -25.5% | +4.6% | -3.7% |
| 3M | -38.0% | -48.7% | +10.7% | -1.1% |
| 6M | -47.5% | -31.6% | -15.9% | -32.5% |
| YTD | +1.8% | -7.0% | +8.9% | +5.9% |
| 1Y | -22.1% | -4.5% | -17.5% | -20.1% |
| All | -22.1% | -3.8% | -18.3% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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