-8.7%
CAG vs WOLF
+60.4%
-69.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.3% |
| 7D | -5.3% | +9.8% | -15.0% | -4.8% |
| 30D | +1.0% | -12.1% | +13.1% | +0.6% |
| 3M | +17.4% | -47.9% | +65.3% | +14.8% |
| 6M | -16.8% | +74.3% | -91.1% | -13.5% |
| YTD | -6.8% | +65.9% | -72.7% | -3.1% |
| All | -8.7% | +60.4% | -69.2% | -6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling