-18.5%
CCI vs WOLF
+44.0%
-62.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.0% | -0.6% | +2.4% |
| 7D | -0.3% | -8.6% | +8.3% | -0.3% |
| 30D | +2.2% | -18.3% | +20.5% | +2.1% |
| 3M | -16.9% | -43.1% | +26.2% | -16.9% |
| 6M | -11.5% | +42.4% | -54.0% | -15.0% |
| YTD | -12.8% | +48.9% | -61.7% | -16.5% |
| All | -18.5% | +44.0% | -62.5% | -21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling