+5.5%
CI vs WOLF
+45.1%
-39.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.8% | -9.1% | +0.7% |
| 7D | +0.1% | +25.3% | -25.1% | +0.2% |
| 30D | +4.7% | -14.7% | +19.3% | +4.8% |
| 3M | +5.2% | -20.5% | +25.8% | +5.4% |
| 6M | +3.8% | -43.9% | +47.7% | +3.7% |
| YTD | +9.2% | +50.0% | -40.8% | +3.2% |
| 1Y | +14.3% | +45.5% | -31.3% | +7.5% |
| All | +5.5% | +45.1% | -39.6% | +7.0% |
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