-14.1%
CG vs WOLF
-3.0%
-11.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.7% | +2.9% | +4.5% |
| 7D | +9.4% | -14.5% | +23.9% | +9.9% |
| 30D | +8.7% | -32.0% | +40.8% | +9.9% |
| 3M | -15.0% | -15.8% | +0.8% | -14.8% |
| 6M | -13.2% | -36.6% | +23.4% | -13.1% |
| YTD | -26.2% | +30.9% | -57.1% | -28.5% |
| 1Y | -14.1% | +4.1% | -18.2% | -16.9% |
| All | -14.1% | -3.0% | -11.1% | -16.9% |
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