+28.8%
CLF vs WOLF
+53.6%
-24.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.5% | -3.4% | +1.3% |
| 7D | +2.3% | +21.5% | -19.1% | -0.9% |
| 30D | +1.9% | -1.2% | +3.2% | +1.3% |
| 3M | +5.9% | -8.2% | +14.0% | +5.4% |
| 6M | +16.9% | -45.0% | +61.9% | +21.3% |
| YTD | -1.1% | +59.0% | -60.0% | -25.6% |
| 1Y | +28.8% | +59.1% | -30.3% | -4.5% |
| All | +28.8% | +53.6% | -24.8% | -4.5% |
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