+86.1%
WULF vs CRS
+102.1%
-15.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +0.9% |
| 7D | +7.6% | -0.2% | +7.8% | +7.7% |
| 30D | -8.6% | -16.6% | +8.0% | -0.7% |
| 3M | -37.0% | -3.5% | -33.5% | -35.3% |
| 6M | +7.4% | +15.4% | -8.0% | +2.5% |
| YTD | +43.7% | +51.2% | -7.5% | +32.0% |
| 1Y | +86.1% | +98.3% | -12.2% | +76.7% |
| All | +86.1% | +102.1% | -15.9% | +76.7% |
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