-4.3%
CLF vs WOLF
+60.4%
-64.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.5% | -2.0% |
| 7D | +6.5% | +9.8% | -3.3% | +4.9% |
| 30D | +0.2% | -12.1% | +12.4% | +2.0% |
| 3M | -3.1% | -47.9% | +44.8% | +6.3% |
| 6M | +25.0% | +74.3% | -49.3% | -1.7% |
| YTD | -7.5% | +65.9% | -73.3% | -26.9% |
| All | -4.3% | +60.4% | -64.7% | -18.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling