+26.0%
CFG vs WOLF
+45.1%
-19.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.8% | -6.9% | +2.7% |
| 7D | +0.3% | +25.3% | -25.0% | -0.4% |
| 30D | +3.2% | -14.7% | +17.9% | +3.5% |
| 3M | -9.7% | -20.5% | +10.8% | -9.4% |
| 6M | +3.6% | -43.9% | +47.6% | +4.0% |
| YTD | +14.7% | +50.0% | -35.3% | +9.5% |
| 1Y | +29.6% | +45.5% | -15.9% | +23.5% |
| All | +26.0% | +45.1% | -19.1% | +19.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling