+19.6%
CME vs WOLF
-3.0%
+22.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.5% |
| 7D | +4.8% | -14.5% | +19.3% | +4.3% |
| 30D | +14.2% | -32.0% | +46.2% | +12.9% |
| 3M | +17.9% | -15.8% | +33.7% | +17.7% |
| 6M | +7.2% | -36.6% | +43.8% | +7.1% |
| YTD | +16.7% | +30.9% | -14.2% | +20.3% |
| 1Y | +19.6% | +4.1% | +15.5% | +22.5% |
| All | +19.6% | -3.0% | +22.6% | +22.5% |
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