-25.9%
CCJ vs WOLF
-3.0%
-22.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.5% |
| 7D | -14.5% | -14.5% | -0.1% | -12.0% |
| 30D | -18.1% | -32.0% | +14.0% | -12.5% |
| 3M | -23.0% | -15.8% | -7.2% | -22.3% |
| 6M | -39.4% | -36.6% | -2.8% | -38.3% |
| YTD | -21.7% | +30.9% | -52.6% | -33.3% |
| 1Y | -25.9% | +4.1% | -30.0% | -33.6% |
| All | -25.9% | -3.0% | -22.9% | -33.6% |
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 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