+27.8%
CL vs WOLF
+37.9%
-10.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.3% | +8.1% | +1.6% |
| 7D | +3.2% | +4.4% | -1.2% | +3.4% |
| 30D | +8.0% | +1.0% | +7.0% | +8.4% |
| 3M | +7.9% | -21.2% | +29.1% | +7.7% |
| 6M | +14.7% | -60.3% | +75.1% | +13.7% |
| YTD | +29.2% | +42.6% | -13.5% | +31.2% |
| 1Y | +29.5% | +36.5% | -7.0% | +31.4% |
| All | +27.8% | +37.9% | -10.2% | +29.2% |
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