-12.1%
CAG vs WOLF
+39.8%
-51.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -7.7% | +5.0% | -3.1% |
| 7D | -5.9% | -6.2% | +0.3% | -6.2% |
| 30D | -1.5% | -16.5% | +14.9% | -2.2% |
| 3M | +11.5% | -42.0% | +53.5% | +9.3% |
| 6M | -15.7% | +51.8% | -67.5% | -13.0% |
| YTD | -10.2% | +44.6% | -54.8% | -7.3% |
| All | -12.1% | +39.8% | -51.9% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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