+12.7%
CL vs WOLF
+60.4%
-47.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.4% |
| 7D | -1.4% | +9.8% | -11.1% | -1.1% |
| 30D | -5.2% | -12.1% | +6.9% | -5.4% |
| 3M | +3.3% | -47.9% | +51.2% | +2.5% |
| 6M | -4.4% | +74.3% | -78.7% | -2.9% |
| YTD | +13.9% | +65.9% | -52.0% | +15.7% |
| All | +12.7% | +60.4% | -47.7% | +14.0% |
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