+17.1%
CI vs WOLF
+39.8%
-22.7%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.8% | -9.1% | +0.9% |
| 7D | +0.1% | +25.3% | -25.1% | +0.6% |
| 30D | +4.7% | -14.7% | +19.3% | +4.7% |
| 3M | +5.2% | -20.5% | +25.8% | +5.3% |
| 6M | +3.8% | -43.9% | +47.7% | +3.5% |
| YTD | +9.2% | +50.0% | -40.8% | +6.7% |
| All | +17.1% | +39.8% | -22.7% | +13.7% |
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