-18.7%
CCL vs WOLF
+57.5%
-76.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.6% | -5.5% | -0.3% |
| 7D | -5.0% | +9.7% | -14.7% | -5.8% |
| 30D | -20.3% | +12.5% | -32.9% | -21.3% |
| 3M | -15.1% | -57.7% | +42.6% | -10.2% |
| 6M | -15.1% | +37.7% | -52.8% | -21.7% |
| YTD | -21.8% | +62.8% | -84.6% | -28.7% |
| All | -18.7% | +57.5% | -76.2% | -26.0% |
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