-9.4%
CLS vs WOLF
+45.1%
-54.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +9.8% | -1.9% | +5.5% |
| 7D | -10.6% | +25.3% | -35.8% | -15.4% |
| 30D | -38.4% | -14.7% | -23.8% | -36.5% |
| 3M | -29.9% | -20.5% | -9.3% | -27.1% |
| 6M | -40.6% | -43.9% | +3.3% | -36.6% |
| YTD | -24.6% | +50.0% | -74.6% | -35.7% |
| 1Y | -30.8% | +45.5% | -76.3% | -40.6% |
| All | -9.4% | +45.1% | -54.5% | -21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling