-19.0%
CCI vs WOLF
+51.6%
-70.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.5% | +4.5% | -1.1% |
| 7D | -0.3% | +2.4% | -2.6% | -0.2% |
| 30D | +2.1% | -6.9% | +9.0% | +2.1% |
| 3M | -17.8% | -44.1% | +26.2% | -17.7% |
| 6M | -14.2% | +53.6% | -67.8% | -17.5% |
| YTD | -13.3% | +56.7% | -70.0% | -17.0% |
| All | -19.0% | +51.6% | -70.6% | -22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling