+32.1%
CART vs WOLF
-47.4%
+79.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -10.7% | +8.2% | -2.5% |
| 7D | +1.2% | -18.4% | +19.6% | +1.1% |
| 30D | +27.1% | -36.0% | +63.1% | +26.5% |
| 3M | +27.4% | -19.2% | +46.6% | +27.8% |
| 6M | +32.1% | -44.4% | +76.5% | +41.7% |
| All | +32.1% | -47.4% | +79.5% | +41.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling