+28.8%
CFG vs WOLF
+53.6%
-24.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.5% | -4.7% | +0.7% |
| 7D | -0.8% | +21.5% | -22.2% | -1.5% |
| 30D | +3.1% | -1.2% | +4.4% | +3.0% |
| 3M | -9.7% | -8.2% | -1.6% | -9.8% |
| 6M | +6.7% | -45.0% | +51.7% | +7.3% |
| YTD | +15.2% | +59.0% | -43.8% | +5.9% |
| 1Y | +28.8% | +59.1% | -30.3% | +18.7% |
| All | +28.8% | +53.6% | -24.8% | +18.7% |
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 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