-23.7%
CLX vs WOLF
+51.6%
-75.3%
-31.4%
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% | -2.2% |
| 7D | -4.9% | +2.4% | -7.3% | -4.9% |
| 30D | -15.8% | -6.9% | -8.9% | -15.8% |
| 3M | -7.9% | -44.1% | +36.1% | -8.3% |
| 6M | -19.0% | +53.6% | -72.6% | -19.4% |
| YTD | -7.9% | +56.7% | -64.6% | -8.3% |
| All | -23.7% | +51.6% | -75.3% | -24.8% |
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