+104.0%
CIEN vs WOLF
+47.3%
+56.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | +0.6% |
| 7D | +27.4% | +30.2% | -2.8% | +17.7% |
| 30D | -26.6% | -7.2% | -19.4% | -25.0% |
| 3M | -32.0% | -16.4% | -15.6% | -29.1% |
| 6M | -49.1% | -50.7% | +1.6% | -42.9% |
| YTD | +25.7% | +52.3% | -26.6% | +9.5% |
| 1Y | +40.3% | +35.6% | +4.7% | +22.8% |
| All | +104.0% | +47.3% | +56.7% | +78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling