+19.1%
CCJ vs WOLF
+51.6%
-32.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.5% | +4.0% | -0.6% |
| 7D | +4.2% | +2.4% | +1.8% | +3.7% |
| 30D | +3.2% | -6.9% | +10.1% | +4.0% |
| 3M | -1.8% | -44.1% | +42.3% | +4.8% |
| 6M | -13.5% | +53.6% | -67.1% | -22.8% |
| YTD | +9.7% | +56.7% | -46.9% | -2.6% |
| All | +19.1% | +51.6% | -32.4% | +7.5% |
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