-10.0%
CEG vs WOLF
+60.4%
-70.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.8% | -0.1% |
| 7D | +6.7% | +9.8% | -3.1% | +5.8% |
| 30D | +11.0% | -12.1% | +23.1% | +12.0% |
| 3M | +19.5% | -47.9% | +67.4% | +25.0% |
| 6M | -5.9% | +74.3% | -80.1% | -14.4% |
| YTD | -15.0% | +65.9% | -80.9% | -22.7% |
| All | -10.0% | +60.4% | -70.5% | -15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling