+122.7%
CIEN vs WOLF
+57.5%
+65.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.6% | -4.5% | -0.3% |
| 7D | -15.2% | +9.7% | -24.8% | -17.2% |
| 30D | -21.5% | +12.5% | -34.0% | -24.0% |
| 3M | -40.1% | -57.7% | +17.7% | -29.9% |
| 6M | -6.6% | +37.7% | -44.3% | -17.6% |
| YTD | +37.3% | +62.8% | -25.6% | +17.8% |
| All | +122.7% | +57.5% | +65.2% | +92.4% |
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