+20.2%
CLF vs WOLF
-3.0%
+23.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.7% | -10.8% | -9.4% |
| 7D | -7.9% | -14.5% | +6.6% | -5.9% |
| 30D | +5.2% | -32.0% | +37.3% | +10.8% |
| 3M | +4.3% | -15.8% | +20.1% | +4.7% |
| 6M | +25.3% | -36.6% | +61.9% | +23.2% |
| YTD | -3.3% | +30.9% | -34.2% | -24.8% |
| 1Y | +20.2% | +4.1% | +16.2% | -1.6% |
| All | +20.2% | -3.0% | +23.2% | -1.6% |
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 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