-10.7%
CLF vs WOLF
+32.2%
-42.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +16.8% | -15.2% | -1.0% |
| 7D | -19.6% | +8.2% | -27.8% | -20.7% |
| 30D | -5.0% | -24.2% | +19.2% | -1.6% |
| 3M | -6.3% | -13.8% | +7.5% | -6.1% |
| 6M | +2.8% | -44.8% | +47.6% | +5.6% |
| YTD | -13.7% | +36.6% | -50.4% | -30.7% |
| 1Y | +13.6% | +27.6% | -14.0% | -8.7% |
| All | -10.7% | +32.2% | -42.9% | -22.3% |
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