+27.8%
CB vs WOLF
+53.6%
-25.8%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.5% | -5.2% | +0.6% |
| 7D | -1.0% | +21.5% | -22.5% | +0.1% |
| 30D | +7.3% | -1.2% | +8.6% | +7.7% |
| 3M | +7.0% | -8.2% | +15.2% | +7.4% |
| 6M | +16.3% | -45.0% | +61.3% | +15.8% |
| YTD | +19.7% | +59.0% | -39.3% | +22.8% |
| 1Y | +27.8% | +59.1% | -31.3% | +29.9% |
| All | +27.8% | +53.6% | -25.8% | +29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling