-29.6%
CLS vs WOLF
-3.0%
-26.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +1.7% | -10.7% | -9.5% |
| 7D | -21.1% | -14.5% | -6.7% | -18.0% |
| 30D | -38.2% | -32.0% | -6.2% | -32.3% |
| 3M | -36.3% | -15.8% | -20.5% | -34.5% |
| 6M | -43.8% | -36.6% | -7.2% | -41.6% |
| YTD | -20.0% | +30.9% | -50.9% | -33.2% |
| 1Y | -29.6% | +4.1% | -33.7% | -37.6% |
| All | -29.6% | -3.0% | -26.6% | -37.6% |
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