+134.5%
CIEN vs WOLF
+51.6%
+83.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.5% | +4.6% | +0.4% |
| 7D | -4.6% | +2.4% | -6.9% | -5.2% |
| 30D | -12.8% | -6.9% | -5.9% | -11.3% |
| 3M | -23.1% | -44.1% | +21.0% | -15.0% |
| 6M | +6.1% | +53.6% | -47.5% | -7.9% |
| YTD | +44.5% | +56.7% | -12.2% | +25.2% |
| All | +134.5% | +51.6% | +83.0% | +104.6% |
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