-11.8%
CCJ vs WOLF
+53.8%
-65.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.5% | -3.5% | +1.0% |
| 7D | +3.7% | +21.5% | -17.8% | 0.0% |
| 30D | -13.7% | -1.2% | -12.5% | -14.1% |
| 3M | -24.7% | -8.2% | -16.6% | -25.0% |
| 6M | -38.1% | -45.0% | +6.8% | -35.4% |
| YTD | -18.8% | +59.0% | -77.8% | -29.1% |
| 1Y | -19.5% | +59.1% | -78.6% | -29.6% |
| All | -11.8% | +53.8% | -65.6% | -21.7% |
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