+50.4%
CF vs WOLF
+57.5%
-7.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.6% | -8.9% | -2.9% |
| 7D | +6.0% | +9.7% | -3.7% | +6.7% |
| 30D | +14.8% | +12.5% | +2.3% | +16.0% |
| 3M | +14.1% | -57.7% | +71.8% | +11.1% |
| 6M | +28.5% | +37.7% | -9.2% | +36.7% |
| YTD | +74.9% | +62.8% | +12.1% | +85.1% |
| All | +50.4% | +57.5% | -7.1% | +59.6% |
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