+878.9%
WULF vs CRS
+612.2%
+266.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.1% | +4.8% | +4.4% |
| 7D | +1.4% | -6.8% | +8.2% | +5.6% |
| 30D | -2.6% | -16.1% | +13.5% | +8.1% |
| 3M | -34.0% | -21.2% | -12.8% | -24.1% |
| 6M | +10.0% | +8.7% | +1.3% | +4.9% |
| YTD | +45.7% | +41.0% | +4.7% | +19.3% |
| 1Y | +57.3% | +82.7% | -25.3% | +6.8% |
| 3Y | +878.9% | +604.8% | +274.2% | +191.2% |
| All | +878.9% | +612.2% | +266.7% | +191.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling