+28.0%
CL vs WOLF
+40.4%
-12.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | +0.2% |
| 7D | +2.6% | +17.0% | -14.4% | +3.4% |
| 30D | +11.8% | -14.3% | +26.1% | +11.7% |
| 3M | +5.9% | -10.5% | +16.4% | +6.2% |
| 6M | +13.3% | -43.7% | +57.0% | +12.5% |
| YTD | +27.1% | +50.7% | -23.5% | +28.6% |
| 1Y | +28.0% | +46.7% | -18.7% | +29.5% |
| All | +28.0% | +40.4% | -12.4% | +29.5% |
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