+34.6%
CCEP vs WOLF
+45.1%
-10.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +9.8% | -8.6% | +1.4% |
| 7D | +1.7% | +25.3% | -23.6% | +2.1% |
| 30D | +12.7% | -14.7% | +27.4% | +12.8% |
| 3M | +8.5% | -20.5% | +29.0% | +8.6% |
| 6M | +25.6% | -43.9% | +69.5% | +24.9% |
| YTD | +30.9% | +50.0% | -19.1% | +27.1% |
| 1Y | +32.0% | +45.5% | -13.6% | +28.1% |
| All | +34.6% | +45.1% | -10.5% | +30.6% |
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