+47.0%
CF vs WOLF
+39.8%
+7.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.8% | -9.9% | +0.8% |
| 7D | -0.9% | +25.3% | -26.1% | +1.4% |
| 30D | +6.9% | -14.7% | +21.6% | +6.3% |
| 3M | +4.8% | -20.5% | +25.4% | +4.5% |
| 6M | +4.7% | -43.9% | +48.6% | +5.4% |
| YTD | +56.5% | +50.0% | +6.5% | +73.2% |
| All | +47.0% | +39.8% | +7.1% | +60.9% |
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