-17.6%
CCJ vs WOLF
+29.9%
-47.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.3% | +4.9% | -0.2% |
| 7D | -0.8% | +4.4% | -5.2% | -1.6% |
| 30D | -13.2% | +1.0% | -14.2% | -13.8% |
| 3M | -27.6% | -21.2% | -6.4% | -25.9% |
| 6M | -38.7% | -60.3% | +21.6% | -31.6% |
| YTD | -22.7% | +42.6% | -65.3% | -34.6% |
| 1Y | -17.6% | +36.5% | -54.1% | -29.8% |
| All | -17.6% | +29.9% | -47.4% | -29.8% |
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