-8.1%
CLSK vs WOLF
+44.0%
-52.1%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.0% | +3.8% | +6.0% |
| 7D | +7.7% | -8.6% | +16.3% | +10.3% |
| 30D | +12.2% | -18.3% | +30.5% | +17.6% |
| 3M | -15.5% | -43.1% | +27.6% | -6.5% |
| 6M | +39.3% | +42.4% | -3.1% | +7.1% |
| YTD | +35.1% | +48.9% | -13.8% | +1.4% |
| All | -8.1% | +44.0% | -52.1% | -26.4% |
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